+9.3%
ECHO vs ARWR
+201.3%
-192.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.9% |
| 7D | +5.3% | -3.2% | +8.6% | +5.8% |
| 30D | +2.4% | -6.5% | +8.9% | +3.3% |
| 3M | -21.8% | +12.7% | -34.5% | -23.3% |
| 6M | -16.9% | +36.2% | -53.1% | -20.6% |
| YTD | -16.0% | +24.5% | -40.5% | -19.0% |
| 1Y | +9.3% | +198.0% | -188.7% | +3.4% |
| All | +9.3% | +201.3% | -192.1% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling