+34.2%
ECHO vs ACM
-46.6%
+80.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -3.4% |
| 7D | +4.6% | +9.5% | -4.9% | +4.2% |
| 30D | +0.4% | +14.7% | -14.3% | 0.0% |
| 3M | +7.7% | -9.5% | +17.2% | +8.6% |
| 6M | -18.0% | -18.0% | 0.0% | -16.6% |
| YTD | -9.3% | -27.3% | +18.0% | -6.1% |
| 1Y | +34.2% | -47.0% | +81.2% | +38.6% |
| All | +34.2% | -46.6% | +80.8% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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