+412.3%
ECHO vs ALC
-13.4%
+425.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.0% |
| 7D | +3.4% | -2.1% | +5.5% | +4.4% |
| 30D | +2.4% | -0.1% | +2.5% | +2.1% |
| 3M | -28.0% | +5.9% | -33.8% | -30.6% |
| 6M | -21.2% | -15.9% | -5.3% | -14.1% |
| YTD | -17.4% | -10.1% | -7.3% | -14.1% |
| 1Y | +33.6% | -10.2% | +43.8% | +38.2% |
| All | +412.3% | -13.4% | +425.6% | +426.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling