+205.4%
ECHO vs AVTR
+5.6%
+199.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +5.7% | +0.5% | +5.2% | +5.6% |
| 30D | +13.8% | -1.0% | +14.8% | +14.2% |
| 3M | +9.1% | +12.2% | -3.1% | +5.7% |
| 6M | -24.9% | +97.5% | -122.4% | -38.2% |
| YTD | -8.0% | +35.6% | -43.6% | -16.7% |
| 1Y | +42.9% | +32.8% | +10.1% | +30.0% |
| 3Y | +926.7% | -16.5% | +943.2% | +922.6% |
| 5Y | +230.4% | -59.1% | +289.5% | +284.3% |
| All | +205.4% | +5.6% | +199.9% | +132.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling