+219.8%
ARM vs ECHO
+463.1%
-243.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.9% | +13.9% | +12.3% |
| 7D | +6.0% | +3.6% | +2.4% | +5.6% |
| 30D | -20.3% | +7.5% | -27.8% | -21.1% |
| 3M | -24.4% | +16.2% | -40.5% | -25.8% |
| 6M | -4.4% | -20.9% | +16.5% | -2.2% |
| YTD | +86.0% | -6.0% | +92.0% | +85.7% |
| 1Y | +35.8% | +43.4% | -7.6% | +29.1% |
| 3Y | +289.1% | +924.0% | -635.0% | +173.9% |
| All | +219.8% | +463.1% | -243.3% | +131.0% |
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