+154.2%
ECHO vs AR
-33.4%
+187.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.1% | +5.3% |
| 7D | -2.4% | -14.3% | +11.9% | -0.4% |
| 30D | -3.1% | +1.4% | -4.6% | -3.4% |
| 3M | +8.7% | +3.4% | +5.3% | +7.8% |
| 6M | -24.8% | -2.1% | -22.7% | -25.0% |
| YTD | -13.0% | +4.7% | -17.7% | -14.5% |
| 1Y | +33.9% | +10.6% | +23.4% | +30.4% |
| 3Y | +791.8% | +24.6% | +767.2% | +746.5% |
| 5Y | +261.7% | +71.9% | +189.8% | +222.7% |
| 10Y | +157.3% | +46.4% | +110.9% | +119.3% |
| All | +154.2% | -33.4% | +187.6% | +129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling