+177.9%
ECHO vs ALM
+7,705.7%
-7,527.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +3.4% | -2.6% | +6.0% | +3.4% |
| 30D | +2.4% | +32.0% | -29.6% | +2.2% |
| 3M | -28.0% | -15.0% | -12.9% | -27.9% |
| 6M | -21.2% | -10.1% | -11.1% | -21.3% |
| YTD | -17.4% | +99.4% | -116.8% | -17.6% |
| 1Y | +33.6% | +316.4% | -282.8% | +33.0% |
| 3Y | +419.7% | +2,022.0% | -1,602.3% | +415.0% |
| 5Y | +241.7% | +941.2% | -699.5% | +238.8% |
| 10Y | +180.8% | +2,950.3% | -2,769.6% | +178.3% |
| All | +177.9% | +7,705.7% | -7,527.9% | +175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling