+365.7%
ALAB vs ECHO
+636.2%
-270.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.0% | -11.0% | -7.7% |
| 7D | +3.2% | +8.6% | -5.4% | +1.5% |
| 30D | -13.6% | +3.8% | -17.3% | -14.2% |
| 3M | -16.6% | -19.9% | +3.3% | -13.3% |
| 6M | +142.3% | -12.1% | +154.4% | +147.2% |
| YTD | +73.6% | -14.1% | +87.7% | +77.9% |
| 1Y | +33.7% | +15.9% | +17.8% | +30.5% |
| All | +365.7% | +636.2% | -270.5% | +278.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling