+65.2%
ALAB vs ECHO
+40.1%
+25.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | 0.0% | +9.7% | +9.7% |
| 7D | +7.2% | +3.4% | +3.8% | +5.4% |
| 30D | -2.5% | +2.4% | -4.9% | -3.6% |
| 3M | -13.3% | -28.0% | +14.6% | -0.7% |
| 6M | +172.8% | -21.2% | +194.1% | +192.1% |
| YTD | +86.6% | -17.4% | +104.0% | +94.1% |
| 1Y | +65.2% | +33.6% | +31.6% | +36.1% |
| All | +65.2% | +40.1% | +25.0% | +36.1% |
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