+133.8%
ECHO vs ALLY
+124.8%
+9.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.4% | +3.7% | -0.3% | +1.9% |
| 30D | +2.4% | -2.3% | +4.6% | +3.3% |
| 3M | -28.0% | +3.8% | -31.8% | -29.2% |
| 6M | -21.2% | +9.7% | -31.0% | -24.6% |
| YTD | -17.4% | -1.4% | -16.0% | -17.9% |
| 1Y | +33.6% | +8.2% | +25.4% | +27.2% |
| 3Y | +419.7% | +66.5% | +353.2% | +309.3% |
| 5Y | +241.7% | +1.2% | +240.5% | +212.5% |
| 10Y | +180.8% | +191.4% | -10.7% | +57.8% |
| All | +133.8% | +124.8% | +9.0% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling