+141.1%
ECHO vs ARES
+1,196.0%
-1,054.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +3.4% | -1.7% | +5.1% | +4.0% |
| 30D | +2.4% | +0.3% | +2.1% | +2.1% |
| 3M | -28.0% | +8.5% | -36.4% | -30.2% |
| 6M | -21.2% | +23.5% | -44.7% | -27.8% |
| YTD | -17.4% | -11.2% | -6.2% | -15.7% |
| 1Y | +33.6% | -19.3% | +52.9% | +40.2% |
| 3Y | +419.7% | +48.7% | +371.0% | +349.0% |
| 5Y | +241.7% | +106.5% | +135.2% | +162.1% |
| 10Y | +180.8% | +1,055.3% | -874.6% | +40.8% |
| All | +141.1% | +1,196.0% | -1,054.9% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling