-41.5%
ACHR vs ECHO
+355.7%
-397.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +1.3% |
| 7D | +4.9% | +8.6% | -3.7% | +3.1% |
| 30D | +4.3% | +3.8% | +0.5% | +3.3% |
| 3M | +1.7% | -19.9% | +21.6% | +6.2% |
| 6M | -6.9% | -12.1% | +5.2% | -4.8% |
| YTD | -22.5% | -14.1% | -8.4% | -20.3% |
| 1Y | -31.5% | +15.9% | -47.4% | -33.7% |
| 3Y | -14.4% | +417.8% | -432.2% | -48.3% |
| 5Y | -41.6% | +259.3% | -300.9% | -63.8% |
| All | -41.5% | +355.7% | -397.2% | -63.8% |
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