+247.8%
ECHO vs AZO
+2,299.2%
-2,051.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +2.3% | -2.9% | +5.2% | +3.2% |
| 30D | +4.4% | -5.3% | +9.7% | +6.0% |
| 3M | -20.3% | -7.3% | -12.9% | -18.8% |
| 6M | -15.3% | -22.7% | +7.3% | -9.4% |
| YTD | -15.5% | -15.0% | -0.5% | -12.3% |
| 1Y | +15.0% | -32.2% | +47.2% | +27.4% |
| 3Y | +409.1% | +10.0% | +399.1% | +374.1% |
| 5Y | +260.6% | +85.8% | +174.8% | +175.5% |
| 10Y | +193.0% | +298.9% | -105.9% | +66.1% |
| All | +247.8% | +2,299.2% | -2,051.4% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling