+251.0%
ECHO vs AWK
-16.7%
+267.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +5.3% | +0.6% | +4.7% | +5.2% |
| 30D | +2.4% | +4.3% | -1.9% | +1.6% |
| 3M | -21.8% | +12.5% | -34.3% | -23.8% |
| 6M | -16.9% | +3.3% | -20.2% | -17.5% |
| YTD | -16.0% | +9.8% | -25.8% | -18.0% |
| 1Y | +9.3% | +2.9% | +6.4% | +8.2% |
| 3Y | +406.2% | +9.6% | +396.6% | +372.2% |
| 5Y | +251.0% | -16.7% | +267.6% | +216.5% |
| All | +251.0% | -16.7% | +267.7% | +216.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling