+415.7%
ECHO vs AUR
+81.4%
+334.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.9% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +4.4% | -8.9% | +13.3% | +5.6% |
| 3M | -20.3% | +4.6% | -24.9% | -21.2% |
| 6M | -15.3% | +44.9% | -60.2% | -20.2% |
| YTD | -15.5% | +64.8% | -80.3% | -21.8% |
| 1Y | +15.0% | +16.4% | -1.4% | +10.3% |
| All | +415.7% | +81.4% | +334.3% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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