+341.3%
ECHO vs ABCL
-80.5%
+421.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.7% | -1.5% | +4.3% |
| 7D | -2.4% | -3.2% | +0.8% | -2.0% |
| 30D | -3.1% | -7.4% | +4.3% | -2.2% |
| 3M | +8.7% | +81.9% | -73.2% | -0.9% |
| 6M | -24.8% | +135.7% | -160.5% | -34.5% |
| YTD | -13.0% | +247.4% | -260.3% | -28.6% |
| 1Y | +33.9% | +162.3% | -128.3% | +13.3% |
| 3Y | +791.8% | +165.5% | +626.3% | +620.6% |
| 5Y | +261.7% | -21.3% | +283.0% | +205.8% |
| All | +341.3% | -80.5% | +421.8% | +288.7% |
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