+324.7%
ECHO vs AWK
+1,028.7%
-704.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | +9.1% | -2.6% | +11.7% | +9.8% |
| 30D | +7.2% | +14.2% | -7.0% | +3.4% |
| 3M | +6.1% | +10.0% | -4.0% | +3.2% |
| 6M | -24.2% | +17.1% | -41.2% | -27.7% |
| YTD | -9.7% | +16.1% | -25.9% | -14.1% |
| 1Y | +40.9% | +17.5% | +23.4% | +33.5% |
| 3Y | +883.3% | +29.3% | +853.9% | +787.2% |
| 5Y | +224.2% | -3.5% | +227.7% | +215.7% |
| 10Y | +141.3% | +152.7% | -11.4% | +66.9% |
| All | +324.7% | +1,028.7% | -704.0% | +66.1% |
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