+199.7%
ECHO vs AVTR
+6.1%
+193.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | +9.1% | +3.2% | +6.0% | +8.3% |
| 30D | +7.2% | +0.5% | +6.7% | +7.1% |
| 3M | +6.1% | +12.1% | -6.0% | +2.8% |
| 6M | -24.2% | +91.2% | -115.3% | -37.1% |
| YTD | -9.7% | +36.3% | -46.0% | -18.3% |
| 1Y | +40.9% | +35.2% | +5.7% | +27.6% |
| 3Y | +883.3% | -15.8% | +899.1% | +877.4% |
| 5Y | +224.2% | -58.9% | +283.1% | +276.6% |
| All | +199.7% | +6.1% | +193.6% | +127.8% |
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