+18.5%
ADP vs ECHO
+388.0%
-369.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | +3.4% | -6.8% | -3.5% |
| 30D | +2.8% | +2.4% | +0.4% | +2.7% |
| 3M | +20.9% | -28.0% | +48.9% | +21.6% |
| 6M | +29.9% | -21.2% | +51.1% | +30.2% |
| YTD | +9.6% | -17.4% | +27.0% | +9.7% |
| 1Y | -5.3% | +33.6% | -38.9% | -6.5% |
| All | +18.5% | +388.0% | -369.5% | +9.6% |
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