-56.9%
ACHR vs ECHO
+34.5%
-91.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.0% | +1.0% |
| 7D | -5.1% | +4.6% | -9.7% | -6.8% |
| 30D | -12.7% | +0.4% | -13.1% | -13.1% |
| 3M | -22.4% | +7.7% | -30.1% | -25.3% |
| 6M | -28.6% | -18.0% | -10.5% | -24.9% |
| YTD | -45.2% | -9.3% | -35.9% | -44.0% |
| 1Y | -56.9% | +34.2% | -91.1% | -57.5% |
| All | -56.9% | +34.5% | -91.4% | -57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling