+259.0%
ECHO vs AVTR
-63.6%
+322.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.2% | +3.5% |
| 7D | +8.6% | +7.4% | +1.2% | +6.6% |
| 30D | +3.8% | +12.2% | -8.5% | +0.6% |
| 3M | -19.9% | +57.4% | -77.3% | -29.8% |
| 6M | -12.1% | +86.7% | -98.7% | -26.8% |
| YTD | -14.1% | +33.1% | -47.1% | -21.6% |
| 1Y | +15.9% | +16.1% | -0.3% | +7.5% |
| 3Y | +417.8% | -24.6% | +442.5% | +432.3% |
| All | +259.0% | -63.6% | +322.6% | +291.2% |
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 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