+258.3%
ECHO vs ARWR
+53.1%
+205.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +5.1% |
| 7D | -2.4% | -2.9% | +0.5% | -2.2% |
| 30D | -3.1% | -5.4% | +2.3% | -2.7% |
| 3M | +8.7% | -32.2% | +41.0% | +11.6% |
| 6M | -24.8% | -26.5% | +1.8% | -23.4% |
| YTD | -13.0% | -12.4% | -0.6% | -12.6% |
| 1Y | +33.9% | +46.9% | -12.9% | +29.4% |
| 3Y | +791.8% | +116.0% | +675.8% | +719.3% |
| 5Y | +261.7% | -28.0% | +289.7% | +246.3% |
| 10Y | +157.3% | +923.9% | -766.6% | +112.3% |
| All | +258.3% | +53.1% | +205.2% | +183.2% |
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