+949.3%
ECHO vs ALK
+20.7%
+928.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | +3.6% | +2.6% | +1.1% | +2.8% |
| 30D | +7.5% | +7.8% | -0.3% | +4.1% |
| 3M | +16.2% | -15.2% | +31.4% | +22.6% |
| 6M | -20.9% | +5.0% | -25.9% | -24.2% |
| YTD | -6.0% | -18.4% | +12.4% | -2.8% |
| 1Y | +43.4% | -2.4% | +45.8% | +36.4% |
| All | +949.3% | +20.7% | +928.6% | +780.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling