+185.4%
ARM vs ECHO
+473.9%
-288.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -3.0% |
| 7D | -10.4% | +2.2% | -12.5% | -10.6% |
| 30D | -31.8% | +9.8% | -41.7% | -32.7% |
| 3M | -32.2% | +16.8% | -49.1% | -33.6% |
| 6M | -14.9% | -18.1% | +3.2% | -13.3% |
| YTD | +66.0% | -4.2% | +70.2% | +65.3% |
| 1Y | +17.2% | +41.2% | -24.0% | +11.5% |
| 3Y | +247.2% | +943.7% | -696.5% | +143.9% |
| All | +185.4% | +473.9% | -288.5% | +105.7% |
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