+241.6%
ECHO vs ALK
-25.3%
+266.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.9% |
| 3M | -28.0% | -1.5% | -26.4% | -28.5% |
| 6M | -21.2% | -13.1% | -8.2% | -19.0% |
| YTD | -17.4% | -16.4% | -1.0% | -14.9% |
| 1Y | +33.6% | -33.1% | +66.7% | +51.0% |
| 3Y | +419.7% | +0.6% | +419.1% | +362.5% |
| All | +241.6% | -25.3% | +266.8% | +226.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling