-54.9%
ADBE vs ECHO
+405.9%
-460.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.9% |
| 7D | -8.9% | +5.3% | -14.3% | -9.0% |
| 30D | -6.6% | +2.4% | -9.1% | -6.7% |
| 3M | +7.1% | -21.8% | +28.9% | +7.7% |
| 6M | -9.8% | -16.9% | +7.2% | -9.5% |
| YTD | -27.2% | -16.0% | -11.2% | -27.0% |
| 1Y | -28.0% | +9.3% | -37.3% | -28.3% |
| All | -54.9% | +405.9% | -460.8% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling