+188.4%
ECHO vs AWK
+135.6%
+52.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +2.3% | -0.7% | +3.0% | +2.4% |
| 30D | +4.4% | +2.8% | +1.6% | +3.8% |
| 3M | -20.3% | +11.3% | -31.6% | -22.1% |
| 6M | -15.3% | +6.7% | -22.1% | -16.7% |
| YTD | -15.5% | +9.4% | -24.9% | -17.4% |
| 1Y | +15.0% | +3.7% | +11.2% | +13.4% |
| 3Y | +409.1% | +9.2% | +399.9% | +387.4% |
| 5Y | +260.6% | -15.7% | +276.3% | +259.2% |
| All | +188.4% | +135.6% | +52.8% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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