+261.2%
ARM vs ECHO
+651.7%
-390.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.3% | -2.0% | -4.8% |
| 7D | -18.7% | +4.6% | -23.3% | -19.2% |
| 30D | -36.7% | +0.4% | -37.1% | -36.7% |
| 3M | -31.6% | +7.7% | -39.3% | -32.3% |
| 6M | -5.6% | -18.0% | +12.4% | -3.8% |
| YTD | +75.5% | -9.3% | +84.7% | +75.8% |
| 1Y | +19.3% | +34.2% | -14.9% | +14.2% |
| All | +261.2% | +651.7% | -390.5% | +151.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling