+241.6%
ECHO vs ARWR
+28.5%
+213.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +3.4% | +1.7% | +1.7% | +3.1% |
| 30D | +2.4% | -0.7% | +3.0% | +2.4% |
| 3M | -28.0% | +14.9% | -42.8% | -30.3% |
| 6M | -21.2% | +32.6% | -53.9% | -26.2% |
| YTD | -17.4% | +30.0% | -47.4% | -22.5% |
| 1Y | +33.6% | +208.4% | -174.8% | +3.7% |
| 3Y | +419.7% | +208.8% | +210.9% | +272.9% |
| All | +241.6% | +28.5% | +213.1% | +160.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling