+199.6%
ARM vs ECHO
+451.0%
-251.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -4.9% |
| 7D | +9.1% | +5.7% | +3.4% | +8.2% |
| 30D | -19.9% | +13.8% | -33.8% | -21.3% |
| 3M | -31.6% | +9.1% | -40.7% | -32.3% |
| 6M | -13.9% | -24.9% | +11.1% | -11.3% |
| YTD | +74.3% | -8.0% | +82.3% | +74.5% |
| 1Y | +35.8% | +42.9% | -7.1% | +29.2% |
| 3Y | +268.6% | +926.7% | -658.1% | +159.7% |
| All | +199.6% | +451.0% | -251.3% | +117.1% |
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