+245.8%
ECHO vs ADSK
+316.2%
-70.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.4% |
| 7D | +5.3% | -14.5% | +19.9% | +10.4% |
| 30D | +2.4% | -19.3% | +21.7% | +9.0% |
| 3M | -21.8% | -7.8% | -14.0% | -20.9% |
| 6M | -16.9% | -20.8% | +3.8% | -12.6% |
| YTD | -16.0% | -30.2% | +14.2% | -8.1% |
| 1Y | +9.3% | -36.5% | +45.7% | +23.1% |
| 3Y | +406.2% | -5.7% | +411.9% | +402.7% |
| 5Y | +251.0% | -28.2% | +279.1% | +262.3% |
| 10Y | +191.3% | +209.1% | -17.9% | +74.0% |
| All | +245.8% | +316.2% | -70.5% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling