+34.2%
ECHO vs ADSK
-10.6%
+44.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.0% | -10.3% | -3.1% |
| 7D | +4.6% | +11.4% | -6.9% | +4.7% |
| 30D | +0.4% | +21.9% | -21.5% | +0.3% |
| 3M | +7.7% | +13.9% | -6.2% | +7.4% |
| 6M | -18.0% | +9.1% | -27.2% | -17.7% |
| YTD | -9.3% | -8.8% | -0.5% | -7.7% |
| 1Y | +34.2% | -10.2% | +44.4% | +35.6% |
| All | +34.2% | -10.6% | +44.9% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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