+407.1%
ECHO vs AXON
+140.4%
+266.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.8% |
| 7D | +3.4% | -14.2% | +17.6% | +6.3% |
| 30D | +2.4% | -15.4% | +17.8% | +4.9% |
| 3M | -28.0% | +0.5% | -28.4% | -29.1% |
| 6M | -21.2% | -9.5% | -11.7% | -21.4% |
| YTD | -17.4% | -9.2% | -8.2% | -18.2% |
| 1Y | +33.6% | -29.4% | +63.0% | +39.0% |
| All | +407.1% | +140.4% | +266.7% | +217.2% |
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 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