+181.9%
ECHO vs ALK
-35.2%
+217.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.6% |
| 7D | +3.4% | -0.7% | +4.1% | +3.6% |
| 30D | +2.4% | -19.2% | +21.6% | +10.4% |
| 3M | -28.0% | -1.5% | -26.4% | -28.4% |
| 6M | -21.2% | -13.1% | -8.2% | -19.2% |
| YTD | -17.4% | -16.4% | -1.0% | -15.0% |
| 1Y | +33.6% | -33.1% | +66.7% | +48.9% |
| 3Y | +419.7% | +0.6% | +419.1% | +378.2% |
| 5Y | +241.7% | -26.4% | +268.1% | +241.5% |
| All | +181.9% | -35.2% | +217.1% | +153.2% |
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