+34.2%
ECHO vs ALLY
+4.2%
+30.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.8% | -7.1% | -4.1% |
| 7D | +4.6% | +2.4% | +2.2% | +4.0% |
| 30D | +0.4% | +5.6% | -5.1% | -0.9% |
| 3M | +7.7% | -11.7% | +19.4% | +10.7% |
| 6M | -18.0% | -7.0% | -11.0% | -17.2% |
| YTD | -9.3% | -10.4% | +1.2% | -4.7% |
| 1Y | +34.2% | +2.4% | +31.8% | +32.1% |
| All | +34.2% | +4.2% | +30.0% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling