+902.9%
ECHO vs ARES
+43.8%
+859.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.2% | +2.8% | +5.2% |
| 7D | +3.0% | +5.0% | -2.0% | +0.8% |
| 30D | +6.7% | +19.1% | -12.4% | -1.3% |
| 3M | +12.4% | +3.1% | +9.3% | +10.3% |
| 6M | -20.4% | +12.9% | -33.3% | -25.3% |
| YTD | -6.9% | -10.7% | +3.7% | -2.1% |
| 1Y | +37.7% | -5.5% | +43.3% | +40.3% |
| 3Y | +902.9% | +45.0% | +857.9% | +659.4% |
| All | +902.9% | +43.8% | +859.1% | +659.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling