-21.1%
ACHR vs ECHO
+405.9%
-427.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.2% | -3.4% | -5.2% |
| 7D | -2.7% | +5.3% | -8.0% | -3.6% |
| 30D | -12.1% | +2.4% | -14.6% | -12.7% |
| 3M | +3.4% | -21.8% | +25.2% | +8.0% |
| 6M | -15.6% | -16.9% | +1.3% | -13.0% |
| YTD | -26.9% | -16.0% | -10.9% | -24.6% |
| 1Y | -34.8% | +9.3% | -44.0% | -35.8% |
| All | -21.1% | +405.9% | -427.0% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling