+47.1%
ADP vs ECHO
+900.0%
-852.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.6% |
| 7D | +2.2% | +5.7% | -3.5% | +2.1% |
| 30D | +10.6% | +13.8% | -3.3% | +10.4% |
| 3M | +12.9% | +9.1% | +3.8% | +12.8% |
| 6M | +50.6% | -24.9% | +75.6% | +51.4% |
| YTD | +23.2% | -8.0% | +31.2% | +23.1% |
| 1Y | +25.3% | +42.9% | -17.6% | +23.7% |
| 3Y | +47.1% | +926.7% | -879.6% | +39.7% |
| All | +47.1% | +900.0% | -852.9% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling