+24.5%
ALAB vs ECHO
+34.5%
-10.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.2% | -2.7% |
| 7D | -24.9% | +4.6% | -29.5% | -26.7% |
| 30D | -38.4% | +0.4% | -38.8% | -38.4% |
| 3M | -38.3% | +7.7% | -45.9% | -40.5% |
| 6M | +10.9% | -18.0% | +29.0% | +18.0% |
| YTD | +34.2% | -9.3% | +43.5% | +32.0% |
| 1Y | +24.5% | +34.2% | -9.7% | -0.5% |
| All | +24.5% | +34.5% | -10.0% | -0.5% |
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