+926.7%
ECHO vs ARWR
+79.8%
+846.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +5.7% | -17.8% | +23.5% | +9.0% |
| 30D | +13.8% | -18.1% | +32.0% | +17.5% |
| 3M | +9.1% | -44.2% | +53.3% | +20.5% |
| 6M | -24.9% | -38.6% | +13.7% | -19.0% |
| YTD | -8.0% | -28.0% | +20.0% | -4.3% |
| 1Y | +42.9% | +16.1% | +26.8% | +34.4% |
| 3Y | +926.7% | +84.0% | +842.7% | +691.0% |
| All | +926.7% | +79.8% | +846.9% | +691.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling