-61.5%
ADBE vs ECHO
+252.6%
-314.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -8.9% | +5.3% | -14.3% | -9.1% |
| 30D | -6.6% | +2.4% | -9.1% | -6.7% |
| 3M | +7.1% | -21.8% | +28.9% | +8.2% |
| 6M | -9.8% | -16.9% | +7.2% | -9.3% |
| YTD | -27.2% | -16.0% | -11.2% | -26.9% |
| 1Y | -28.0% | +9.3% | -37.3% | -28.7% |
| 3Y | -54.5% | +406.2% | -460.7% | -59.7% |
| 5Y | -61.5% | +251.0% | -312.4% | -65.0% |
| All | -61.5% | +252.6% | -314.1% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling