+140.3%
ECHO vs ARWR
+1,009.4%
-869.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -3.4% |
| 7D | +9.1% | -17.9% | +27.1% | +11.5% |
| 30D | +7.2% | -18.9% | +26.1% | +9.7% |
| 3M | +6.1% | -46.0% | +52.0% | +13.8% |
| 6M | -24.2% | -40.3% | +16.2% | -19.9% |
| YTD | -9.7% | -29.0% | +19.3% | -7.0% |
| 1Y | +40.9% | +13.8% | +27.1% | +36.2% |
| 3Y | +883.3% | +74.9% | +808.4% | +761.4% |
| 5Y | +224.2% | -36.2% | +260.4% | +202.6% |
| All | +140.3% | +1,009.4% | -869.1% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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