+567.7%
ECHO vs AS
+120.4%
+447.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -1.1% |
| 7D | +3.4% | -4.9% | +8.3% | +4.9% |
| 30D | +2.4% | -19.6% | +22.0% | +9.1% |
| 3M | -28.0% | -14.4% | -13.6% | -24.9% |
| 6M | -21.2% | -20.1% | -1.1% | -16.6% |
| YTD | -17.4% | -20.9% | +3.5% | -12.6% |
| 1Y | +33.6% | -21.9% | +55.4% | +41.3% |
| All | +567.7% | +120.4% | +447.3% | +423.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling