+949.3%
ECHO vs ALLY
+65.2%
+884.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.5% |
| 7D | +3.6% | -2.8% | +6.4% | +4.7% |
| 30D | +7.5% | +1.9% | +5.6% | +6.5% |
| 3M | +16.2% | -12.1% | +28.3% | +21.8% |
| 6M | -20.9% | -9.0% | -11.9% | -18.5% |
| YTD | -6.0% | -12.9% | +6.9% | -1.9% |
| 1Y | +43.4% | -0.1% | +43.5% | +40.7% |
| All | +949.3% | +65.2% | +884.1% | +797.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling