+240.0%
ECHO vs ACM
+145.8%
+94.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.4% | -3.7% | +7.2% | +4.8% |
| 30D | +2.4% | -11.1% | +13.5% | +6.0% |
| 3M | -28.0% | -8.0% | -20.0% | -26.5% |
| 6M | -21.2% | -29.7% | +8.4% | -11.9% |
| YTD | -17.4% | -29.4% | +12.0% | -8.3% |
| 1Y | +33.6% | -46.4% | +80.0% | +63.3% |
| 3Y | +419.7% | -22.3% | +442.0% | +455.8% |
| 5Y | +241.7% | +4.5% | +237.2% | +225.4% |
| 10Y | +180.8% | +127.6% | +53.1% | +96.9% |
| All | +240.0% | +145.8% | +94.3% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling