+159.0%
ECHO vs ALK
-37.5%
+196.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +7.1% | -0.1% | +4.4% |
| 7D | +3.0% | +8.9% | -5.9% | -0.3% |
| 30D | +6.7% | +5.9% | +0.8% | +3.7% |
| 3M | +12.4% | -16.5% | +28.9% | +18.8% |
| 6M | -20.4% | +2.1% | -22.5% | -23.0% |
| YTD | -6.9% | -17.1% | +10.2% | -4.8% |
| 1Y | +37.7% | -2.9% | +40.6% | +32.2% |
| 3Y | +902.9% | +24.5% | +878.4% | +745.4% |
| 5Y | +275.3% | -29.1% | +304.5% | +277.9% |
| 10Y | +159.0% | -39.1% | +198.1% | +144.5% |
| All | +159.0% | -37.5% | +196.5% | +144.5% |
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