+141.2%
ADI vs ECHO
+255.2%
-114.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.8% | -0.2% |
| 7D | +2.4% | +8.6% | -6.1% | +1.5% |
| 30D | -6.6% | +3.8% | -10.3% | -7.0% |
| 3M | -9.8% | -19.9% | +10.1% | -7.9% |
| 6M | +15.7% | -12.1% | +27.7% | +16.6% |
| YTD | +35.1% | -14.1% | +49.2% | +36.0% |
| 1Y | +47.7% | +15.9% | +31.8% | +43.6% |
| 3Y | +114.5% | +417.8% | -303.4% | +58.9% |
| 5Y | +141.2% | +259.3% | -118.1% | +85.3% |
| All | +141.2% | +255.2% | -114.0% | +85.3% |
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