+1,892.1%
GOOGL vs ECHO
+229.4%
+1,662.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.1% | -0.7% |
| 7D | +1.1% | +8.6% | -7.5% | -0.3% |
| 30D | -4.4% | +3.8% | -8.2% | -5.1% |
| 3M | -6.8% | -19.9% | +13.1% | -3.9% |
| 6M | +13.6% | -12.1% | +25.6% | +14.8% |
| YTD | +8.3% | -14.1% | +22.4% | +9.3% |
| 1Y | +44.9% | +15.9% | +29.1% | +38.6% |
| 3Y | +150.5% | +417.8% | -267.4% | +51.0% |
| 5Y | +137.7% | +259.3% | -121.6% | +53.7% |
| 10Y | +750.9% | +192.7% | +558.2% | +452.1% |
| All | +1,892.1% | +229.4% | +1,662.7% | +917.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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