+237.6%
ECHO vs ABCL
-21.0%
+258.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.2% |
| 7D | +3.6% | -2.7% | +6.3% | +4.2% |
| 30D | +7.5% | -5.4% | +12.9% | +8.3% |
| 3M | +16.2% | +22.4% | -6.3% | +11.4% |
| 6M | -20.9% | +127.6% | -148.5% | -33.4% |
| YTD | -6.0% | +249.4% | -255.4% | -27.4% |
| 1Y | +43.4% | +198.0% | -154.6% | +13.5% |
| 3Y | +924.0% | +195.8% | +728.3% | +664.3% |
| All | +237.6% | -21.0% | +258.6% | +172.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling