+148.0%
ADBE vs ECHO
+193.4%
-45.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.4% |
| 7D | -12.9% | +2.3% | -15.2% | -13.1% |
| 30D | -5.6% | +4.4% | -10.0% | -6.0% |
| 3M | +6.6% | -20.3% | +26.9% | +8.3% |
| 6M | -9.6% | -15.3% | +5.8% | -8.9% |
| YTD | -28.9% | -15.5% | -13.4% | -28.6% |
| 1Y | -28.9% | +15.0% | -43.9% | -30.7% |
| 3Y | -55.6% | +409.1% | -464.7% | -66.3% |
| 5Y | -62.2% | +260.6% | -322.9% | -69.8% |
| All | +148.0% | +193.4% | -45.4% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 10y: compounded portfolio wealth divided by compounded ECHO 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…
10y analysis · Full analysis span regression · 6 months rolling