+412.3%
ECHO vs ARWR
+197.7%
+214.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +3.4% | +1.7% | +1.7% | +3.0% |
| 30D | +2.4% | -0.7% | +3.0% | +2.4% |
| 3M | -28.0% | +14.9% | -42.8% | -30.5% |
| 6M | -21.2% | +32.6% | -53.9% | -26.8% |
| YTD | -17.4% | +30.0% | -47.4% | -23.1% |
| 1Y | +33.6% | +208.4% | -174.8% | -0.3% |
| All | +412.3% | +197.7% | +214.5% | +259.5% |
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