+37.2%
ECHO vs ALM
+21.0%
+16.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +8.1% | -1.1% | +5.5% |
| 7D | +3.0% | +0.7% | +2.3% | +2.9% |
| 30D | +6.7% | -26.1% | +32.8% | +11.9% |
| 3M | +12.4% | -38.1% | +50.5% | +20.2% |
| 6M | -20.4% | -55.4% | +35.0% | -12.2% |
| YTD | -6.9% | -0.4% | -6.5% | +0.4% |
| All | +37.2% | +21.0% | +16.2% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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