+926.7%
ECHO vs AXON
+44.5%
+882.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.5% |
| 7D | +5.7% | +0.8% | +4.9% | +5.5% |
| 30D | +13.8% | -22.8% | +36.6% | +18.3% |
| 3M | +9.1% | -48.8% | +57.8% | +21.4% |
| 6M | -24.9% | -16.3% | -8.7% | -24.7% |
| YTD | -8.0% | -44.5% | +36.5% | -1.5% |
| 1Y | +42.9% | -43.4% | +86.3% | +52.5% |
| 3Y | +926.7% | +44.3% | +882.4% | +668.8% |
| All | +926.7% | +44.5% | +882.2% | +668.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling