+34.2%
ECHO vs ADM
+29.8%
+4.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.2% |
| 7D | +4.6% | -8.3% | +12.9% | +4.5% |
| 30D | +0.4% | -14.1% | +14.5% | +0.6% |
| 3M | +7.7% | -10.7% | +18.4% | +7.4% |
| 6M | -18.0% | -5.9% | -12.1% | -19.1% |
| YTD | -9.3% | +25.8% | -35.0% | -16.6% |
| 1Y | +34.2% | +21.3% | +12.9% | +23.8% |
| All | +34.2% | +29.8% | +4.4% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling