+902.9%
ECHO vs ALM
+907.8%
-4.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +8.1% | -1.1% | +6.0% |
| 7D | +3.0% | +0.7% | +2.3% | +3.0% |
| 30D | +6.7% | -26.1% | +32.8% | +10.1% |
| 3M | +12.4% | -38.1% | +50.5% | +17.5% |
| 6M | -20.4% | -55.4% | +35.0% | -15.1% |
| YTD | -6.9% | -0.4% | -6.5% | -6.4% |
| 1Y | +37.7% | +25.4% | +12.4% | +35.9% |
| 3Y | +902.9% | +907.8% | -4.9% | +708.1% |
| All | +902.9% | +907.8% | -4.9% | +708.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling