+20.9%
ECHO vs AWK
+1.9%
+19.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.0% |
| 7D | +3.7% | -2.1% | +5.9% | +3.1% |
| 30D | +0.7% | +2.1% | -1.4% | +1.4% |
| 3M | -27.3% | +11.4% | -38.7% | -24.6% |
| 6M | -17.0% | +3.9% | -20.9% | -14.2% |
| YTD | -14.3% | +7.7% | -22.0% | -11.2% |
| 1Y | +20.9% | +1.3% | +19.6% | +23.3% |
| All | +20.9% | +1.9% | +19.0% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling