+240.0%
ECHO vs ALB
+302.2%
-62.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.5% | +1.3% |
| 7D | +3.4% | -8.1% | +11.5% | +5.9% |
| 30D | +2.4% | +6.3% | -3.9% | 0.0% |
| 3M | -28.0% | -23.6% | -4.4% | -22.5% |
| 6M | -21.2% | -24.6% | +3.4% | -16.2% |
| YTD | -17.4% | -10.3% | -7.1% | -17.7% |
| 1Y | +33.6% | +61.5% | -27.9% | +8.5% |
| 3Y | +419.7% | -34.0% | +453.6% | +422.3% |
| 5Y | +241.7% | -44.6% | +286.3% | +238.5% |
| 10Y | +180.8% | +76.1% | +104.7% | +62.1% |
| All | +240.0% | +302.2% | -62.1% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling