+33.6%
ECHO vs AXON
-28.9%
+62.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.7% |
| 7D | +3.4% | -14.2% | +17.6% | +5.8% |
| 30D | +2.4% | -15.4% | +17.8% | +4.4% |
| 3M | -28.0% | +0.5% | -28.4% | -29.1% |
| 6M | -21.2% | -9.5% | -11.7% | -20.6% |
| YTD | -17.4% | -9.2% | -8.2% | -16.9% |
| 1Y | +33.6% | -29.4% | +63.0% | +41.6% |
| All | +33.6% | -28.9% | +62.5% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AXON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling