+34.2%
ECHO vs ALC
+4.2%
+30.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.8% | -10.1% | -2.6% |
| 7D | +4.6% | +10.7% | -6.1% | +5.5% |
| 30D | +0.4% | +20.2% | -19.8% | +1.7% |
| 3M | +7.7% | +8.9% | -1.2% | +8.6% |
| 6M | -18.0% | +5.7% | -23.8% | -17.5% |
| YTD | -9.3% | -1.4% | -7.9% | -5.4% |
| 1Y | +34.2% | +4.7% | +29.5% | +41.5% |
| All | +34.2% | +4.2% | +30.0% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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