+191.3%
ECHO vs ARES
+1,006.5%
-815.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.8% | -1.2% |
| 7D | +5.3% | -2.7% | +8.0% | +6.4% |
| 30D | +2.4% | -2.4% | +4.8% | +3.1% |
| 3M | -21.8% | +3.9% | -25.7% | -23.2% |
| 6M | -16.9% | +26.4% | -43.3% | -25.0% |
| YTD | -16.0% | -14.9% | -1.1% | -12.8% |
| 1Y | +9.3% | -20.4% | +29.7% | +15.7% |
| 3Y | +406.2% | +38.8% | +367.4% | +341.5% |
| 5Y | +251.0% | +97.0% | +154.0% | +167.0% |
| 10Y | +191.3% | +999.8% | -808.5% | +42.8% |
| All | +191.3% | +1,006.5% | -815.2% | +42.8% |
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