+412.3%
ECHO vs ADM
+20.7%
+391.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +3.4% | +3.8% | -0.4% | +2.8% |
| 30D | +2.4% | +9.8% | -7.4% | +0.9% |
| 3M | -28.0% | +2.1% | -30.1% | -28.2% |
| 6M | -21.2% | +27.5% | -48.8% | -24.8% |
| YTD | -17.4% | +50.2% | -67.6% | -23.4% |
| 1Y | +33.6% | +40.6% | -7.0% | +25.0% |
| All | +412.3% | +20.7% | +391.6% | +469.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling