+144.9%
ECHO vs ARMK
+131.4%
+13.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +5.7% | +2.7% | +3.0% | +4.7% |
| 30D | +13.8% | -1.5% | +15.3% | +14.7% |
| 3M | +9.1% | -11.6% | +20.6% | +14.5% |
| 6M | -24.9% | +6.7% | -31.7% | -26.9% |
| YTD | -8.0% | +47.4% | -55.4% | -21.4% |
| 1Y | +42.9% | +41.5% | +1.4% | +24.0% |
| 3Y | +926.7% | +95.5% | +831.2% | +674.1% |
| 5Y | +230.4% | +108.4% | +122.0% | +139.6% |
| All | +144.9% | +131.4% | +13.5% | +63.6% |
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