+288.7%
ECHO vs AWK
+969.7%
-681.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.4% | +1.7% | +1.7% | +3.0% |
| 30D | +2.4% | +5.6% | -3.2% | +0.9% |
| 3M | -28.0% | +15.9% | -43.8% | -30.9% |
| 6M | -21.2% | +4.6% | -25.8% | -22.7% |
| YTD | -17.4% | +10.1% | -27.4% | -20.1% |
| 1Y | +33.6% | +2.1% | +31.5% | +31.4% |
| 3Y | +419.7% | +9.8% | +409.8% | +393.6% |
| 5Y | +241.7% | -15.4% | +257.1% | +244.9% |
| 10Y | +180.8% | +129.4% | +51.4% | +100.2% |
| All | +288.7% | +969.7% | -681.0% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling