+37.2%
ECHO vs ALLY
+0.5%
+36.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.9% | +6.0% | +6.7% |
| 7D | +3.0% | -0.2% | +3.2% | +3.1% |
| 30D | +6.7% | +3.4% | +3.2% | +5.9% |
| 3M | +12.4% | -11.1% | +23.4% | +15.1% |
| 6M | -20.4% | -11.5% | -8.9% | -19.0% |
| YTD | -6.9% | -12.3% | +5.4% | -2.0% |
| All | +37.2% | +0.5% | +36.7% | +38.7% |
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