+9.3%
ECHO vs ACM
-48.7%
+58.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.8% | -2.2% |
| 7D | +5.3% | -3.7% | +9.0% | +5.5% |
| 30D | +2.4% | -12.7% | +15.1% | +3.4% |
| 3M | -21.8% | -9.8% | -12.0% | -21.1% |
| 6M | -16.9% | -31.4% | +14.5% | -14.7% |
| YTD | -16.0% | -32.1% | +16.1% | -13.2% |
| 1Y | +9.3% | -47.8% | +57.1% | +15.5% |
| All | +9.3% | -48.7% | +58.0% | +15.5% |
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