+49.1%
ADP vs ECHO
+260.3%
-211.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.5% | -1.4% |
| 7D | +3.2% | -2.4% | +5.6% | +3.3% |
| 30D | +14.9% | -3.1% | +18.0% | +14.9% |
| 3M | +11.6% | +8.7% | +2.9% | +11.1% |
| 6M | +48.5% | -24.8% | +73.2% | +49.7% |
| YTD | +20.6% | -13.0% | +33.5% | +20.4% |
| 1Y | +23.7% | +33.9% | -10.2% | +20.9% |
| 3Y | +47.8% | +791.8% | -744.0% | +20.8% |
| All | +49.1% | +260.3% | -211.2% | +34.2% |
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