+605.1%
ECHO vs AHR
+364.8%
+240.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.3% | +4.1% |
| 7D | +8.6% | -3.4% | +12.0% | +9.9% |
| 30D | +3.8% | -3.8% | +7.5% | +5.0% |
| 3M | -19.9% | +20.1% | -39.9% | -26.1% |
| 6M | -12.1% | +7.1% | -19.1% | -15.0% |
| YTD | -14.1% | +17.2% | -31.3% | -20.6% |
| 1Y | +15.9% | +30.4% | -14.5% | +0.5% |
| All | +605.1% | +364.8% | +240.3% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling