+234.5%
ECHO vs AUR
-35.0%
+269.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | +5.3% | +11.1% | -5.8% | +4.3% |
| 30D | +2.4% | -6.9% | +9.3% | +3.0% |
| 3M | -21.8% | +5.5% | -27.3% | -22.4% |
| 6M | -16.9% | +41.0% | -57.9% | -20.0% |
| YTD | -16.0% | +69.3% | -85.3% | -20.5% |
| 1Y | +9.3% | +14.0% | -4.8% | +6.5% |
| 3Y | +406.2% | +90.1% | +316.1% | +343.8% |
| 5Y | +251.0% | -34.4% | +285.4% | +193.3% |
| All | +234.5% | -35.0% | +269.5% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling