+178.9%
ECHO vs AVTR
+1.1%
+177.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.6% |
| 7D | +5.3% | +1.6% | +3.8% | +4.9% |
| 30D | +2.4% | +8.4% | -5.9% | +0.2% |
| 3M | -21.8% | +50.2% | -71.9% | -30.6% |
| 6M | -16.9% | +82.6% | -99.5% | -30.4% |
| YTD | -16.0% | +29.8% | -45.8% | -23.0% |
| 1Y | +9.3% | +16.0% | -6.7% | +1.5% |
| 3Y | +406.2% | -26.4% | +432.7% | +421.0% |
| 5Y | +251.0% | -64.5% | +315.4% | +322.4% |
| All | +178.9% | +1.1% | +177.8% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling