+15.9%
ECHO vs AVAV
-35.3%
+51.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.2% | +3.6% |
| 7D | +8.6% | +3.2% | +5.4% | +8.1% |
| 30D | +3.8% | -20.3% | +24.1% | +7.2% |
| 3M | -19.9% | -19.4% | -0.5% | -17.8% |
| 6M | -12.1% | -35.3% | +23.2% | -8.6% |
| YTD | -14.1% | -38.5% | +24.4% | -6.8% |
| 1Y | +15.9% | -37.2% | +53.1% | +32.4% |
| All | +15.9% | -35.3% | +51.2% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 1y: compounded portfolio wealth divided by compounded AVAV 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…
1y analysis · Full analysis span regression · 6 months rolling