+415.7%
ECHO vs AU
+574.0%
-158.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.3% |
| 7D | +2.3% | -7.0% | +9.3% | +3.5% |
| 30D | +4.4% | +7.3% | -2.9% | +2.8% |
| 3M | -20.3% | +33.2% | -53.5% | -24.6% |
| 6M | -15.3% | -0.6% | -14.7% | -16.7% |
| YTD | -15.5% | +26.2% | -41.7% | -19.4% |
| 1Y | +15.0% | +68.3% | -53.3% | +4.7% |
| All | +415.7% | +574.0% | -158.3% | +258.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling