+949.3%
ECHO vs AWK
+30.8%
+918.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +7.5% | +15.5% | -8.1% | +8.3% |
| 3M | +16.2% | +10.0% | +6.2% | +16.9% |
| 6M | -20.9% | +20.4% | -41.3% | -20.2% |
| YTD | -6.0% | +17.1% | -23.0% | -5.1% |
| 1Y | +43.4% | +18.3% | +25.1% | +44.4% |
| All | +949.3% | +30.8% | +918.5% | +831.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling