+141.3%
ECHO vs AR
-27.2%
+168.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +3.4% | +2.5% | +0.9% | +3.1% |
| 30D | +2.4% | +14.8% | -12.4% | +0.4% |
| 3M | -28.0% | +6.2% | -34.2% | -28.8% |
| 6M | -21.2% | +4.3% | -25.5% | -22.1% |
| YTD | -17.4% | +14.4% | -31.8% | -19.6% |
| 1Y | +33.6% | +21.3% | +12.3% | +28.6% |
| 3Y | +419.7% | +39.8% | +379.9% | +388.2% |
| 5Y | +241.7% | +142.1% | +99.6% | +192.4% |
| 10Y | +180.8% | +52.0% | +128.7% | +138.5% |
| All | +141.3% | -27.2% | +168.5% | +115.9% |
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 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