+262.5%
ECHO vs ACM
-2.7%
+265.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | -2.4% | +5.4% | -7.8% | -4.6% |
| 30D | -3.1% | +15.1% | -18.3% | -9.1% |
| 3M | +8.7% | -10.5% | +19.2% | +13.4% |
| 6M | -24.8% | -19.7% | -5.1% | -17.7% |
| YTD | -13.0% | -28.8% | +15.9% | +0.2% |
| 1Y | +33.9% | -47.9% | +81.8% | +85.0% |
| 3Y | +791.8% | -12.4% | +804.2% | +796.4% |
| All | +262.5% | -2.7% | +265.3% | +233.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling