+620.2%
ADI vs ECHO
+144.4%
+475.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.1% |
| 7D | +9.5% | +5.7% | +3.8% | +8.5% |
| 30D | -1.4% | +13.8% | -15.2% | -3.4% |
| 3M | +4.7% | +9.1% | -4.3% | +3.2% |
| 6M | -7.4% | -24.9% | +17.5% | -3.8% |
| YTD | +48.1% | -8.0% | +56.1% | +47.7% |
| 1Y | +69.6% | +42.9% | +26.7% | +57.3% |
| 3Y | +144.4% | +926.7% | -782.3% | +27.7% |
| 5Y | +134.1% | +230.4% | -96.2% | +65.4% |
| All | +620.2% | +144.4% | +475.8% | +455.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling