+258.3%
ECHO vs AG
+219.8%
+38.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.4% | +5.0% |
| 7D | -2.4% | +6.3% | -8.7% | -3.1% |
| 30D | -3.1% | -8.9% | +5.8% | -2.3% |
| 3M | +8.7% | -12.2% | +20.9% | +9.8% |
| 6M | -24.8% | -28.3% | +3.5% | -22.7% |
| YTD | -13.0% | -8.8% | -4.1% | -13.2% |
| 1Y | +33.9% | +39.4% | -5.4% | +27.9% |
| 3Y | +791.8% | +229.4% | +562.4% | +665.2% |
| 5Y | +261.7% | +14.5% | +247.2% | +232.3% |
| 10Y | +157.3% | +82.7% | +74.6% | +112.4% |
| All | +258.3% | +219.8% | +38.4% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling