+43.4%
ECHO vs AS
+2.8%
+40.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.2% |
| 7D | +3.6% | -3.0% | +6.7% | +4.5% |
| 30D | +7.5% | +9.6% | -2.1% | +4.7% |
| 3M | +16.2% | -8.2% | +24.3% | +18.8% |
| 6M | -20.9% | -9.9% | -10.9% | -19.1% |
| YTD | -6.0% | -16.8% | +10.8% | -2.3% |
| 1Y | +43.4% | +3.0% | +40.4% | +37.1% |
| All | +43.4% | +2.8% | +40.6% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling