+262.5%
ECHO vs ALC
-11.2%
+273.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +6.0% |
| 7D | -2.4% | +4.9% | -7.3% | -4.3% |
| 30D | -3.1% | +19.0% | -22.1% | -9.7% |
| 3M | +8.7% | +7.8% | +1.0% | +4.9% |
| 6M | -24.8% | +14.6% | -39.3% | -29.7% |
| YTD | -13.0% | -4.4% | -8.5% | -12.7% |
| 1Y | +33.9% | +1.4% | +32.5% | +30.1% |
| 3Y | +791.8% | +2.5% | +789.3% | +761.7% |
| All | +262.5% | -11.2% | +273.7% | +243.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling