-59.6%
ACHR vs ECHO
+387.8%
-447.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.9% | -8.8% | -7.3% |
| 7D | -9.2% | +5.7% | -14.9% | -10.2% |
| 30D | -1.0% | +13.8% | -14.8% | -3.6% |
| 3M | -42.2% | +9.1% | -51.3% | -43.3% |
| 6M | -38.2% | -24.9% | -13.2% | -34.9% |
| YTD | -46.4% | -8.0% | -38.4% | -45.8% |
| 1Y | -49.4% | +42.9% | -92.3% | -52.9% |
| 3Y | -22.5% | +926.7% | -949.2% | -60.4% |
| 5Y | -29.8% | +230.4% | -260.2% | -56.9% |
| All | -59.6% | +387.8% | -447.4% | -75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling