+34.2%
ECHO vs ARES
-9.0%
+43.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.1% | -9.4% | -4.5% |
| 7D | +4.6% | +10.5% | -5.9% | +2.3% |
| 30D | +0.4% | +16.8% | -16.4% | -3.1% |
| 3M | +7.7% | -3.2% | +10.9% | +8.3% |
| 6M | -18.0% | +16.4% | -34.5% | -20.5% |
| YTD | -9.3% | -12.4% | +3.1% | +4.4% |
| 1Y | +34.2% | -6.9% | +41.1% | +48.5% |
| All | +34.2% | -9.0% | +43.2% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 1y: compounded portfolio wealth divided by compounded ARES 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…
1y analysis · Full analysis span regression · 6 months rolling