+240.0%
ECHO vs ARWR
+127.2%
+112.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +3.4% | +1.7% | +1.7% | +3.3% |
| 30D | +2.4% | -0.7% | +3.0% | +2.4% |
| 3M | -28.0% | +14.9% | -42.8% | -28.8% |
| 6M | -21.2% | +32.6% | -53.9% | -23.1% |
| YTD | -17.4% | +30.0% | -47.4% | -19.2% |
| 1Y | +33.6% | +208.4% | -174.8% | +22.3% |
| 3Y | +419.7% | +208.8% | +210.9% | +366.2% |
| 5Y | +241.7% | +27.8% | +213.9% | +215.6% |
| 10Y | +180.8% | +1,107.6% | -926.8% | +127.1% |
| All | +240.0% | +127.2% | +112.8% | +161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling