+15.9%
ECHO vs ARMK
+50.1%
-34.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.7% |
| 7D | +8.6% | +1.7% | +6.9% | +8.2% |
| 30D | +3.8% | +3.1% | +0.6% | +3.0% |
| 3M | -19.9% | +9.2% | -29.1% | -21.8% |
| 6M | -12.1% | +43.7% | -55.7% | -19.5% |
| YTD | -14.1% | +57.4% | -71.4% | -23.3% |
| 1Y | +15.9% | +51.9% | -36.0% | +4.5% |
| All | +15.9% | +50.1% | -34.2% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling