+33.6%
ECHO vs ALNY
-40.8%
+74.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +3.4% | +12.2% | -8.8% | +3.5% |
| 30D | +2.4% | +16.3% | -14.0% | +2.5% |
| 3M | -28.0% | -12.4% | -15.6% | -27.6% |
| 6M | -21.2% | -18.7% | -2.6% | -21.3% |
| YTD | -17.4% | -33.1% | +15.7% | -19.9% |
| 1Y | +33.6% | -41.3% | +74.9% | +26.2% |
| All | +33.6% | -40.8% | +74.4% | +26.2% |
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