+43.4%
ECHO vs ARES
-6.6%
+50.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | +3.6% | +0.8% | +2.9% | +3.5% |
| 30D | +7.5% | +16.7% | -9.2% | +3.9% |
| 3M | +16.2% | -2.6% | +18.8% | +16.7% |
| 6M | -20.9% | +13.0% | -33.8% | -22.8% |
| YTD | -6.0% | -11.7% | +5.8% | +8.1% |
| 1Y | +43.4% | -6.7% | +50.1% | +59.3% |
| All | +43.4% | -6.6% | +50.0% | +59.3% |
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