+159.8%
ECHO vs ADM
+100.5%
+59.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.2% |
| 7D | +2.2% | -1.8% | +4.0% | +2.8% |
| 30D | +9.8% | -13.3% | +23.1% | +15.1% |
| 3M | +16.8% | -13.4% | +30.2% | +22.0% |
| 6M | -18.1% | -9.6% | -8.5% | -16.3% |
| YTD | -4.2% | +23.0% | -27.2% | -13.9% |
| 1Y | +41.2% | +27.4% | +13.9% | +24.9% |
| 3Y | +943.7% | +5.7% | +938.0% | +856.4% |
| 5Y | +277.5% | +22.1% | +255.5% | +210.2% |
| 10Y | +159.8% | +106.0% | +53.8% | +57.1% |
| All | +159.8% | +100.5% | +59.3% | +57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling