+234.6%
ECHO vs ALK
-31.3%
+265.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.5% |
| 7D | +5.7% | -1.2% | +6.9% | +6.2% |
| 30D | +13.8% | +7.7% | +6.1% | +9.8% |
| 3M | +9.1% | -19.0% | +28.1% | +17.3% |
| 6M | -24.9% | -0.2% | -24.7% | -27.0% |
| YTD | -8.0% | -23.5% | +15.5% | -2.7% |
| 1Y | +42.9% | -9.1% | +52.0% | +39.7% |
| 3Y | +926.7% | +12.0% | +914.7% | +760.6% |
| All | +234.6% | -31.3% | +265.9% | +234.1% |
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