-63.8%
ADBE vs ECHO
+221.7%
-285.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.5% |
| 7D | -3.2% | +9.1% | -12.3% | -3.5% |
| 30D | +1.0% | +7.2% | -6.2% | +0.6% |
| 3M | -7.8% | +6.1% | -13.9% | -8.1% |
| 6M | -1.0% | -24.2% | +23.2% | +0.1% |
| YTD | -31.8% | -9.7% | -22.1% | -31.9% |
| 1Y | -29.2% | +40.9% | -70.2% | -30.7% |
| 3Y | -60.1% | +883.3% | -943.3% | -67.8% |
| All | -63.8% | +221.7% | -285.6% | -67.7% |
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