+154.3%
ECHO vs ARMK
+334.6%
-180.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.2% | +2.8% | +5.4% |
| 7D | +3.0% | +0.9% | +2.1% | +2.8% |
| 30D | +6.7% | -0.4% | +7.1% | +7.1% |
| 3M | +12.4% | -2.0% | +14.4% | +13.2% |
| 6M | -20.4% | +22.0% | -42.4% | -26.4% |
| YTD | -6.9% | +49.6% | -56.5% | -20.6% |
| 1Y | +37.7% | +46.4% | -8.6% | +18.3% |
| 3Y | +902.9% | +103.2% | +799.7% | +650.2% |
| 5Y | +275.3% | +108.1% | +167.2% | +174.3% |
| 10Y | +159.0% | +129.4% | +29.6% | +67.2% |
| All | +154.3% | +334.6% | -180.3% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling