+188.4%
ECHO vs ADM
+178.5%
+9.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +2.3% | +3.0% | -0.7% | +1.2% |
| 30D | +4.4% | +8.7% | -4.3% | +1.1% |
| 3M | -20.3% | +7.6% | -27.9% | -22.9% |
| 6M | -15.3% | +26.9% | -42.2% | -23.6% |
| YTD | -15.5% | +54.3% | -69.8% | -29.4% |
| 1Y | +15.0% | +45.7% | -30.7% | -2.3% |
| 3Y | +409.1% | +21.9% | +387.2% | +352.7% |
| 5Y | +260.6% | +67.2% | +193.5% | +163.7% |
| All | +188.4% | +178.5% | +9.9% | +64.0% |
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