+33.6%
ECHO vs ACM
-45.8%
+79.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +3.4% | -3.7% | +7.2% | +3.5% |
| 30D | +2.4% | -11.1% | +13.5% | +3.4% |
| 3M | -28.0% | -8.0% | -20.0% | -27.3% |
| 6M | -21.2% | -29.7% | +8.4% | -19.0% |
| YTD | -17.4% | -29.4% | +12.0% | -14.6% |
| 1Y | +33.6% | -46.4% | +80.0% | +42.7% |
| All | +33.6% | -45.8% | +79.4% | +42.7% |
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