-7.7%
ADP vs ECHO
+14.6%
-22.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.0% | -7.5% | -3.3% |
| 7D | -5.5% | +8.6% | -14.1% | -5.0% |
| 30D | -1.2% | +3.8% | -5.0% | -1.0% |
| 3M | +17.9% | -19.9% | +37.8% | +17.6% |
| 6M | +20.3% | -12.1% | +32.4% | +19.1% |
| YTD | +5.8% | -14.1% | +19.9% | +4.9% |
| 1Y | -7.7% | +15.9% | -23.6% | -10.8% |
| All | -7.7% | +14.6% | -22.3% | -10.8% |
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