+86.1%
ARM vs ECHO
+40.1%
+45.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +5.5% | +3.4% | +2.0% | +4.6% |
| 30D | -8.2% | +2.4% | -10.6% | -8.7% |
| 3M | -35.9% | -28.0% | -8.0% | -33.0% |
| 6M | +103.1% | -21.2% | +124.4% | +105.0% |
| YTD | +130.6% | -17.4% | +148.0% | +130.3% |
| 1Y | +86.1% | +33.6% | +52.5% | +79.2% |
| All | +86.1% | +40.1% | +45.9% | +79.2% |
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