+539.0%
ADBE vs ECHO
+216.6%
+322.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -8.6% | +3.4% | -12.0% | -9.1% |
| 30D | +2.8% | +2.4% | +0.4% | +2.3% |
| 3M | +3.1% | -28.0% | +31.1% | +7.9% |
| 6M | -2.4% | -21.2% | +18.8% | -0.1% |
| YTD | -23.9% | -17.4% | -6.5% | -23.1% |
| 1Y | -22.6% | +33.6% | -56.2% | -28.2% |
| 3Y | -52.7% | +419.7% | -472.4% | -72.2% |
| 5Y | -60.0% | +241.7% | -301.7% | -74.3% |
| 10Y | +157.3% | +180.8% | -23.4% | +63.8% |
| All | +539.0% | +216.6% | +322.4% | +217.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling