+3.0%
ADBE vs ECHO
-24.4%
+27.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +2.0% |
| 7D | +1.6% | +5.7% | -4.1% | +1.9% |
| 30D | +1.0% | +13.8% | -12.8% | +1.7% |
| 3M | -10.1% | +9.1% | -19.2% | -9.5% |
| 6M | +3.0% | -24.9% | +27.9% | +10.1% |
| All | +3.0% | -24.4% | +27.4% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling