+258.3%
ECHO vs ALB
+217.1%
+41.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +5.0% |
| 7D | -2.4% | +9.1% | -11.5% | -5.1% |
| 30D | -3.1% | -3.4% | +0.3% | -2.5% |
| 3M | +8.7% | -20.6% | +29.3% | +15.4% |
| 6M | -24.8% | -48.2% | +23.4% | -9.8% |
| YTD | -13.0% | -29.2% | +16.3% | -7.4% |
| 1Y | +33.9% | +10.0% | +23.9% | +23.7% |
| 3Y | +791.8% | -12.9% | +804.7% | +708.9% |
| 5Y | +261.7% | -61.3% | +323.0% | +300.7% |
| 10Y | +157.3% | +35.8% | +121.5% | +60.3% |
| All | +258.3% | +217.1% | +41.1% | +30.1% |
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