+423.0%
ECHO vs AZO
+10.0%
+412.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +3.7% | -3.6% | +7.3% | +4.1% |
| 30D | +0.7% | -5.6% | +6.2% | +1.3% |
| 3M | -27.3% | -6.6% | -20.7% | -26.8% |
| 6M | -17.0% | -22.5% | +5.5% | -14.2% |
| YTD | -14.3% | -15.2% | +0.9% | -12.5% |
| 1Y | +20.9% | -33.9% | +54.8% | +30.2% |
| 3Y | +423.0% | +11.8% | +411.2% | +354.1% |
| All | +423.0% | +10.0% | +412.9% | +354.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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