+259.8%
ECHO vs ALNY
+30.5%
+229.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +3.7% | -6.5% | +10.3% | +4.4% |
| 30D | +0.7% | +11.0% | -10.4% | -0.5% |
| 3M | -27.3% | -14.1% | -13.2% | -26.8% |
| 6M | -17.0% | -22.4% | +5.4% | -15.5% |
| YTD | -14.3% | -37.5% | +23.1% | -10.9% |
| 1Y | +20.9% | -46.9% | +67.8% | +27.7% |
| 3Y | +423.0% | +22.1% | +400.9% | +391.3% |
| All | +259.8% | +30.5% | +229.2% | +227.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling