+1,173.0%
ADP vs ECHO
+233.6%
+939.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.5% | -1.9% |
| 7D | +3.2% | -2.4% | +5.6% | +3.4% |
| 30D | +14.9% | -3.1% | +18.0% | +15.0% |
| 3M | +11.6% | +8.7% | +2.9% | +9.8% |
| 6M | +48.5% | -24.8% | +73.2% | +52.2% |
| YTD | +20.6% | -13.0% | +33.5% | +19.9% |
| 1Y | +23.7% | +33.9% | -10.2% | +15.2% |
| 3Y | +47.8% | +791.8% | -744.0% | -16.3% |
| 5Y | +47.7% | +261.7% | -214.0% | -0.1% |
| 10Y | +324.0% | +157.3% | +166.7% | +200.4% |
| All | +1,173.0% | +233.6% | +939.4% | +593.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling