+163.5%
ECHO vs ARES
+1,145.6%
-982.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.6% | -2.9% |
| 7D | +9.1% | -0.3% | +9.5% | +9.3% |
| 30D | +7.2% | +15.3% | -8.1% | +1.9% |
| 3M | +6.1% | -5.4% | +11.5% | +7.6% |
| 6M | -24.2% | +10.0% | -34.2% | -27.2% |
| YTD | -9.7% | -14.7% | +5.0% | -6.9% |
| 1Y | +40.9% | -9.7% | +50.6% | +42.5% |
| 3Y | +883.3% | +35.8% | +847.5% | +768.1% |
| 5Y | +224.2% | +80.9% | +143.3% | +158.1% |
| 10Y | +141.3% | +1,089.9% | -948.6% | +21.2% |
| All | +163.5% | +1,145.6% | -982.1% | +24.6% |
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