+174.6%
ARM vs ECHO
+421.3%
-246.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -4.1% | -4.9% | -8.4% |
| 7D | -15.2% | -2.4% | -12.8% | -14.9% |
| 30D | -40.7% | -3.1% | -37.5% | -40.4% |
| 3M | -39.1% | +8.7% | -47.8% | -39.7% |
| 6M | -26.4% | -24.8% | -1.7% | -24.1% |
| YTD | +59.7% | -13.0% | +72.7% | +61.2% |
| 1Y | +10.3% | +33.9% | -23.6% | +5.9% |
| 3Y | +228.9% | +791.8% | -562.9% | +135.5% |
| All | +174.6% | +421.3% | -246.7% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling