+637.9%
ECHO vs UMAC
+549.5%
+88.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.3% | -5.3% | +3.6% |
| 7D | +8.6% | +14.7% | -6.1% | +7.9% |
| 30D | +3.8% | -0.5% | +4.3% | +3.5% |
| 3M | -19.9% | +0.5% | -20.4% | -20.5% |
| 6M | -12.1% | +57.9% | -70.0% | -14.7% |
| YTD | -14.1% | +103.9% | -118.0% | -17.2% |
| 1Y | +15.9% | +159.3% | -143.4% | +10.8% |
| All | +637.9% | +549.5% | +88.4% | +608.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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