+412.3%
ECHO vs AG
+274.2%
+138.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.4% |
| 7D | +3.4% | +1.0% | +2.4% | +3.2% |
| 30D | +2.4% | +19.2% | -16.8% | -1.3% |
| 3M | -28.0% | +6.2% | -34.1% | -29.3% |
| 6M | -21.2% | -26.7% | +5.4% | -18.8% |
| YTD | -17.4% | +26.1% | -43.5% | -22.3% |
| 1Y | +33.6% | +131.7% | -98.1% | +12.7% |
| All | +412.3% | +274.2% | +138.1% | +270.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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