+191.3%
ECHO vs ARMK
+134.7%
+56.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.8% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +2.4% | +2.4% | +0.1% | +1.3% |
| 3M | -21.8% | +6.1% | -27.8% | -23.7% |
| 6M | -16.9% | +41.8% | -58.7% | -27.7% |
| YTD | -16.0% | +55.5% | -71.5% | -29.7% |
| 1Y | +9.3% | +49.6% | -40.3% | -7.4% |
| 3Y | +406.2% | +122.8% | +283.4% | +263.7% |
| 5Y | +251.0% | +151.0% | +100.0% | +136.8% |
| 10Y | +191.3% | +137.9% | +53.3% | +93.0% |
| All | +191.3% | +134.7% | +56.5% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ARMK 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling