+629.6%
ECHO vs AS
+125.3%
+504.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.1% |
| 7D | +9.1% | -3.6% | +12.7% | +10.4% |
| 30D | +7.2% | +3.4% | +3.8% | +6.0% |
| 3M | +6.1% | -8.6% | +14.7% | +8.6% |
| 6M | -24.2% | -10.0% | -14.1% | -22.4% |
| YTD | -9.7% | -19.2% | +9.4% | -5.3% |
| 1Y | +40.9% | -3.8% | +44.7% | +40.2% |
| All | +629.6% | +125.3% | +504.3% | +466.4% |
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