+257.6%
ALAB vs ECHO
+688.0%
-430.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.0% |
| 7D | +16.3% | +5.7% | +10.6% | +15.0% |
| 30D | -26.1% | +13.8% | -39.9% | -27.7% |
| 3M | -31.3% | +9.1% | -40.4% | -32.2% |
| 6M | -1.0% | -24.9% | +23.9% | +4.3% |
| YTD | +33.3% | -8.0% | +41.3% | +35.4% |
| 1Y | +53.5% | +42.9% | +10.6% | +45.8% |
| All | +257.6% | +688.0% | -430.4% | +188.0% |
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