+1,057.6%
ADP vs ECHO
+216.6%
+841.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | +3.4% | -6.8% | -3.9% |
| 30D | +2.8% | +2.4% | +0.4% | +2.4% |
| 3M | +20.9% | -28.0% | +48.9% | +25.5% |
| 6M | +29.9% | -21.2% | +51.1% | +32.1% |
| YTD | +9.6% | -17.4% | +27.0% | +10.3% |
| 1Y | -5.3% | +33.6% | -38.9% | -11.7% |
| 3Y | +16.5% | +419.7% | -403.2% | -26.3% |
| 5Y | +49.4% | +241.7% | -192.3% | +2.0% |
| 10Y | +282.2% | +180.8% | +101.4% | +163.5% |
| All | +1,057.6% | +216.6% | +841.0% | +538.1% |
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