+159.0%
ECHO vs AXON
+1,278.1%
-1,119.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -3.1% | +10.1% | +7.5% |
| 7D | +3.0% | -28.7% | +31.7% | +8.7% |
| 30D | +6.7% | -28.3% | +35.0% | +12.3% |
| 3M | +12.4% | -46.9% | +59.3% | +24.0% |
| 6M | -20.4% | -24.9% | +4.5% | -18.3% |
| YTD | -6.9% | -46.6% | +39.7% | +0.4% |
| 1Y | +37.7% | -49.7% | +87.4% | +50.1% |
| 3Y | +902.9% | +40.6% | +862.3% | +780.2% |
| 5Y | +275.3% | +71.9% | +203.5% | +207.8% |
| 10Y | +159.0% | +1,180.9% | -1,021.9% | +53.2% |
| All | +159.0% | +1,278.1% | -1,119.1% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling