+198.0%
ECHO vs ARMK
+137.5%
+60.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.5% |
| 7D | +8.6% | +1.7% | +6.9% | +7.9% |
| 30D | +3.8% | +3.1% | +0.6% | +2.3% |
| 3M | -19.9% | +9.2% | -29.1% | -22.8% |
| 6M | -12.1% | +43.7% | -55.7% | -23.8% |
| YTD | -14.1% | +57.4% | -71.4% | -28.4% |
| 1Y | +15.9% | +51.9% | -36.0% | -2.4% |
| 3Y | +417.8% | +125.4% | +292.5% | +270.4% |
| 5Y | +259.3% | +149.1% | +110.2% | +143.0% |
| All | +198.0% | +137.5% | +60.5% | +96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling