+240.0%
ECHO vs AVAV
+485.2%
-245.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.3% |
| 7D | +3.4% | -2.2% | +5.6% | +3.8% |
| 30D | +2.4% | -13.9% | +16.3% | +4.9% |
| 3M | -28.0% | -29.2% | +1.3% | -24.1% |
| 6M | -21.2% | -36.1% | +14.9% | -16.3% |
| YTD | -17.4% | -40.2% | +22.8% | -12.3% |
| 1Y | +33.6% | -36.2% | +69.8% | +38.5% |
| 3Y | +419.7% | +47.5% | +372.1% | +333.7% |
| 5Y | +241.7% | +39.3% | +202.4% | +175.0% |
| 10Y | +180.8% | +482.6% | -301.8% | +60.6% |
| All | +240.0% | +485.2% | -245.1% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling