+259.3%
ECHO vs ARES
+105.3%
+154.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.5% |
| 7D | +8.6% | -0.3% | +8.9% | +8.7% |
| 30D | +3.8% | +1.3% | +2.5% | +2.9% |
| 3M | -19.9% | +10.4% | -30.3% | -23.5% |
| 6M | -12.1% | +29.0% | -41.1% | -22.5% |
| YTD | -14.1% | -12.2% | -1.9% | -10.8% |
| 1Y | +15.9% | -18.4% | +34.3% | +23.7% |
| 3Y | +417.8% | +43.2% | +374.7% | +334.6% |
| 5Y | +259.3% | +102.6% | +156.7% | +162.3% |
| All | +259.3% | +105.3% | +154.0% | +162.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling