+33.9%
ECHO vs AXON
-50.2%
+84.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -18.2% | +23.4% | +7.7% |
| 7D | -2.4% | -26.8% | +24.4% | +1.8% |
| 30D | -3.1% | -22.9% | +19.8% | +0.1% |
| 3M | +8.7% | -40.1% | +48.8% | +15.8% |
| 6M | -24.8% | -18.9% | -5.9% | -25.3% |
| YTD | -13.0% | -44.9% | +31.9% | -5.2% |
| 1Y | +33.9% | -46.7% | +80.6% | +47.5% |
| All | +33.9% | -50.2% | +84.1% | +47.5% |
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