+926.7%
ECHO vs ALB
-14.4%
+941.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.2% |
| 7D | +5.7% | -5.8% | +11.4% | +7.0% |
| 30D | +13.8% | -4.5% | +18.3% | +14.6% |
| 3M | +9.1% | -28.1% | +37.2% | +16.5% |
| 6M | -24.9% | -53.2% | +28.2% | -12.3% |
| YTD | -8.0% | -33.3% | +25.3% | -2.8% |
| 1Y | +42.9% | -17.4% | +60.3% | +43.2% |
| 3Y | +926.7% | -14.1% | +940.8% | +859.4% |
| All | +926.7% | -14.4% | +941.1% | +859.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling