+144.9%
ECHO vs ARES
+1,112.4%
-967.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | +5.7% | +0.5% | +5.2% | +5.6% |
| 30D | +13.8% | +19.7% | -5.8% | +6.3% |
| 3M | +9.1% | -9.0% | +18.1% | +12.4% |
| 6M | -24.9% | +11.5% | -36.5% | -28.6% |
| YTD | -8.0% | -13.8% | +5.8% | -5.2% |
| 1Y | +42.9% | -5.6% | +48.5% | +42.3% |
| 3Y | +926.7% | +36.1% | +890.6% | +790.8% |
| 5Y | +230.4% | +82.7% | +147.7% | +154.7% |
| All | +144.9% | +1,112.4% | -967.6% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling