+603.5%
ECHO vs AS
+134.9%
+468.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +5.1% |
| 7D | -2.4% | +6.9% | -9.3% | -4.3% |
| 30D | -3.1% | +16.0% | -19.1% | -7.5% |
| 3M | +8.7% | -12.8% | +21.6% | +12.8% |
| 6M | -24.8% | -15.4% | -9.4% | -21.6% |
| YTD | -13.0% | -15.7% | +2.8% | -9.9% |
| 1Y | +33.9% | +6.1% | +27.9% | +29.2% |
| All | +603.5% | +134.9% | +468.6% | +439.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling