+140.3%
ECHO vs ALLY
+172.1%
-31.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | +9.1% | -2.1% | +11.3% | +10.0% |
| 30D | +7.2% | +2.0% | +5.2% | +6.1% |
| 3M | +6.1% | -13.3% | +19.4% | +11.9% |
| 6M | -24.2% | -9.9% | -14.3% | -21.5% |
| YTD | -9.7% | -13.5% | +3.8% | -5.8% |
| 1Y | +40.9% | -2.8% | +43.7% | +40.2% |
| 3Y | +883.3% | +63.4% | +819.8% | +671.9% |
| 5Y | +224.2% | -10.9% | +235.1% | +211.4% |
| All | +140.3% | +172.1% | -31.8% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling