+926.7%
ECHO vs AR
+48.6%
+878.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +5.7% | +7.4% | -1.7% | +4.2% |
| 30D | +13.8% | +5.8% | +8.1% | +12.4% |
| 3M | +9.1% | +5.2% | +3.9% | +7.4% |
| 6M | -24.9% | +5.4% | -30.4% | -26.3% |
| YTD | -8.0% | +12.4% | -20.4% | -12.4% |
| 1Y | +42.9% | +12.8% | +30.1% | +35.6% |
| 3Y | +926.7% | +47.2% | +879.5% | +867.9% |
| All | +926.7% | +48.6% | +878.1% | +867.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling