+412.3%
ECHO vs ACM
-19.2%
+431.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +3.4% | -3.7% | +7.2% | +5.0% |
| 30D | +2.4% | -11.1% | +13.5% | +7.3% |
| 3M | -28.0% | -8.0% | -20.0% | -25.9% |
| 6M | -21.2% | -29.7% | +8.4% | -6.9% |
| YTD | -17.4% | -29.4% | +12.0% | -4.1% |
| 1Y | +33.6% | -46.4% | +80.0% | +85.2% |
| All | +412.3% | -19.2% | +431.5% | +400.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling