+34.2%
ECHO vs ALNY
-62.5%
+96.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.2% |
| 7D | +4.6% | -30.7% | +35.3% | +2.4% |
| 30D | +0.4% | -26.7% | +27.2% | -1.5% |
| 3M | +7.7% | -26.4% | +34.1% | +5.9% |
| 6M | -18.0% | -45.9% | +27.9% | -20.0% |
| YTD | -9.3% | -59.5% | +50.2% | -20.6% |
| 1Y | +34.2% | -62.0% | +96.2% | +6.8% |
| All | +34.2% | -62.5% | +96.7% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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