+241.6%
ECHO vs ARMK
+144.6%
+97.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +3.4% | -2.4% | +5.8% | +4.4% |
| 30D | +2.4% | 0.0% | +2.3% | +2.1% |
| 3M | -28.0% | +6.7% | -34.6% | -30.1% |
| 6M | -21.2% | +38.8% | -60.1% | -31.8% |
| YTD | -17.4% | +55.2% | -72.6% | -32.2% |
| 1Y | +33.6% | +46.6% | -13.0% | +12.0% |
| 3Y | +419.7% | +112.9% | +306.8% | +260.9% |
| All | +241.6% | +144.6% | +97.0% | +123.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling