+37.2%
ECHO vs ALB
-1.1%
+38.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.1% | +7.1% | +7.0% |
| 7D | +3.0% | +9.5% | -6.4% | +1.4% |
| 30D | +6.7% | -2.1% | +8.8% | +7.0% |
| 3M | +12.4% | -24.1% | +36.5% | +17.5% |
| 6M | -20.4% | -51.0% | +30.6% | -11.5% |
| YTD | -6.9% | -29.3% | +22.4% | -5.8% |
| All | +37.2% | -1.1% | +38.4% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling