+593.2%
ECHO vs AHR
+360.2%
+233.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.4% |
| 7D | +2.3% | -3.0% | +5.3% | +3.4% |
| 30D | +4.4% | +2.6% | +1.8% | +3.3% |
| 3M | -20.3% | +16.0% | -36.3% | -25.4% |
| 6M | -15.3% | +3.1% | -18.4% | -16.9% |
| YTD | -15.5% | +16.0% | -31.5% | -21.7% |
| 1Y | +15.0% | +28.0% | -13.0% | +0.6% |
| All | +593.2% | +360.2% | +233.0% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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