+253.7%
ECHO vs AU
+211.9%
+41.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.2% | +4.1% |
| 7D | +8.6% | -0.3% | +8.9% | +8.6% |
| 30D | +3.8% | +12.8% | -9.0% | +2.5% |
| 3M | -19.9% | +28.5% | -48.4% | -21.9% |
| 6M | -12.1% | +4.8% | -16.9% | -12.9% |
| YTD | -14.1% | +31.0% | -45.0% | -16.6% |
| 1Y | +15.9% | +81.4% | -65.6% | +9.0% |
| 3Y | +417.8% | +618.4% | -200.6% | +330.1% |
| 5Y | +259.3% | +686.3% | -427.0% | +192.7% |
| 10Y | +192.7% | +664.5% | -471.8% | +127.8% |
| All | +253.7% | +211.9% | +41.9% | +134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling