+245.8%
ECHO vs ALNY
+789.7%
-543.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | +5.3% | -3.5% | +8.9% | +5.8% |
| 30D | +2.4% | +18.9% | -16.5% | +0.2% |
| 3M | -21.8% | -13.3% | -8.5% | -21.3% |
| 6M | -16.9% | -20.3% | +3.3% | -15.5% |
| YTD | -16.0% | -35.1% | +19.1% | -12.6% |
| 1Y | +9.3% | -46.5% | +55.8% | +16.2% |
| 3Y | +406.2% | +28.1% | +378.1% | +371.3% |
| 5Y | +251.0% | +36.1% | +214.9% | +214.1% |
| 10Y | +191.3% | +269.7% | -78.4% | +107.1% |
| All | +245.8% | +789.7% | -543.9% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling