+180.6%
ECHO vs AVTR
+1.1%
+179.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.3% | -2.0% | +4.3% | +2.9% |
| 30D | +4.4% | +8.1% | -3.7% | +2.2% |
| 3M | -20.3% | +54.2% | -74.5% | -29.8% |
| 6M | -15.3% | +82.6% | -97.9% | -29.1% |
| YTD | -15.5% | +29.8% | -45.3% | -22.5% |
| 1Y | +15.0% | +18.0% | -3.0% | +6.3% |
| 3Y | +409.1% | -26.4% | +435.6% | +424.1% |
| 5Y | +260.6% | -64.8% | +325.5% | +335.4% |
| All | +180.6% | +1.1% | +179.5% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AVTR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling