+643.5%
ECHO vs AS
+123.4%
+520.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +5.7% | -4.9% | +10.5% | +7.3% |
| 30D | +13.8% | +3.9% | +9.9% | +12.4% |
| 3M | +9.1% | -9.6% | +18.7% | +12.0% |
| 6M | -24.9% | -8.7% | -16.3% | -23.6% |
| YTD | -8.0% | -19.8% | +11.8% | -3.3% |
| 1Y | +42.9% | -1.5% | +44.4% | +41.2% |
| All | +643.5% | +123.4% | +520.1% | +478.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling