+24.5%
ADP vs ECHO
+37.1%
-12.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +0.1% |
| 7D | +0.3% | +9.1% | -8.9% | +1.1% |
| 30D | +11.6% | +7.2% | +4.4% | +12.6% |
| 3M | +15.1% | +6.1% | +9.0% | +16.1% |
| 6M | +46.0% | -24.2% | +70.2% | +46.3% |
| YTD | +22.4% | -9.7% | +32.1% | +22.7% |
| 1Y | +24.5% | +40.9% | -16.5% | +24.8% |
| All | +24.5% | +37.1% | -12.6% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling