+385.8%
ECHO vs ABCL
-79.6%
+465.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.3% | +3.0% |
| 7D | +2.2% | +2.3% | -0.1% | +1.9% |
| 30D | +9.8% | -0.7% | +10.5% | +9.8% |
| 3M | +16.8% | +33.4% | -16.6% | +11.8% |
| 6M | -18.1% | +137.8% | -155.9% | -28.8% |
| YTD | -4.2% | +264.3% | -268.5% | -21.9% |
| 1Y | +41.2% | +209.2% | -167.9% | +17.3% |
| 3Y | +943.7% | +208.4% | +735.3% | +731.1% |
| 5Y | +277.5% | -11.9% | +289.4% | +217.0% |
| All | +385.8% | -79.6% | +465.4% | +325.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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