+249.6%
ECHO vs AVTR
-59.2%
+308.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | +3.6% | +0.5% | +3.1% | +3.6% |
| 30D | +7.5% | +1.5% | +5.9% | +7.0% |
| 3M | +16.2% | +14.2% | +1.9% | +11.9% |
| 6M | -20.9% | +97.4% | -118.2% | -35.3% |
| YTD | -6.0% | +37.3% | -43.2% | -15.3% |
| 1Y | +43.4% | +36.8% | +6.6% | +29.1% |
| 3Y | +924.0% | -15.2% | +939.3% | +925.6% |
| 5Y | +249.6% | -59.2% | +308.8% | +286.8% |
| All | +249.6% | -59.2% | +308.9% | +286.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling