+11.4%
ECHO vs ABCL
+170.9%
-159.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +3.4% | +0.7% | +2.7% | +3.3% |
| 30D | +2.4% | +93.1% | -90.7% | -9.2% |
| 3M | -28.0% | +79.4% | -107.4% | -35.4% |
| 6M | -21.2% | +214.9% | -236.1% | -37.4% |
| YTD | -17.4% | +234.2% | -251.6% | -35.2% |
| All | +11.4% | +170.9% | -159.5% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling