+153.6%
ECHO vs ALK
-41.7%
+195.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +5.0% |
| 7D | -2.4% | +9.0% | -11.4% | -5.8% |
| 30D | -3.1% | -1.6% | -1.5% | -3.3% |
| 3M | +8.7% | -23.2% | +31.9% | +18.4% |
| 6M | -24.8% | -3.9% | -20.9% | -25.7% |
| YTD | -13.0% | -22.6% | +9.6% | -8.8% |
| 1Y | +33.9% | -5.3% | +39.3% | +29.6% |
| 3Y | +791.8% | +18.6% | +773.2% | +664.7% |
| 5Y | +261.7% | -34.4% | +296.1% | +274.3% |
| All | +153.6% | -41.7% | +195.3% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling