+192.5%
ECHO vs ADSK
+222.2%
-29.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +3.7% | -2.5% | +6.2% | +4.5% |
| 30D | +0.7% | -14.9% | +15.6% | +5.1% |
| 3M | -27.3% | +3.3% | -30.6% | -28.9% |
| 6M | -17.0% | -15.7% | -1.3% | -14.4% |
| YTD | -14.3% | -28.2% | +13.9% | -7.2% |
| 1Y | +20.9% | -34.5% | +55.4% | +34.9% |
| 3Y | +423.0% | -2.9% | +425.9% | +416.0% |
| 5Y | +265.7% | -25.3% | +291.0% | +271.8% |
| All | +192.5% | +222.2% | -29.8% | +101.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling