+228.3%
ECHO vs AR
+99.2%
+129.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.2% |
| 7D | +9.1% | +6.4% | +2.7% | +7.9% |
| 30D | +7.2% | +3.1% | +4.1% | +6.4% |
| 3M | +6.1% | +3.3% | +2.8% | +5.0% |
| 6M | -24.2% | +6.6% | -30.7% | -25.6% |
| YTD | -9.7% | +12.3% | -22.1% | -13.3% |
| 1Y | +40.9% | +12.3% | +28.6% | +35.1% |
| 3Y | +883.3% | +50.4% | +832.8% | +785.1% |
| All | +228.3% | +99.2% | +129.1% | +200.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling