+240.0%
ECHO vs ADM
+197.2%
+42.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.4% | +3.8% | -0.4% | +2.0% |
| 30D | +2.4% | +9.8% | -7.4% | -1.2% |
| 3M | -28.0% | +2.1% | -30.1% | -28.9% |
| 6M | -21.2% | +27.5% | -48.8% | -28.7% |
| YTD | -17.4% | +50.2% | -67.6% | -29.6% |
| 1Y | +33.6% | +40.6% | -7.0% | +16.0% |
| 3Y | +419.7% | +17.2% | +402.4% | +367.5% |
| 5Y | +241.7% | +61.9% | +179.8% | +165.9% |
| 10Y | +180.8% | +159.3% | +21.5% | +79.2% |
| All | +240.0% | +197.2% | +42.8% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling