+50.1%
ACN vs ECHO
-20.1%
+70.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -2.1% |
| 7D | -4.0% | +3.6% | -7.6% | -3.3% |
| 30D | +19.0% | +7.5% | +11.5% | +20.9% |
| 3M | +42.2% | +16.2% | +26.0% | +45.3% |
| 6M | +50.1% | -20.9% | +71.0% | +57.3% |
| All | +50.1% | -20.1% | +70.2% | +57.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling