+791.8%
ECHO vs AG
+219.8%
+572.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.4% | +4.9% |
| 7D | -2.4% | +6.3% | -8.7% | -3.6% |
| 30D | -3.1% | -8.9% | +5.8% | -1.6% |
| 3M | +8.7% | -12.2% | +20.9% | +10.5% |
| 6M | -24.8% | -28.3% | +3.5% | -21.3% |
| YTD | -13.0% | -8.8% | -4.1% | -13.4% |
| 1Y | +33.9% | +39.4% | -5.4% | +24.4% |
| 3Y | +791.8% | +229.4% | +562.4% | +555.9% |
| All | +791.8% | +219.8% | +572.0% | +555.9% |
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