+34.2%
ECHO vs ADVB
-76.7%
+110.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.3% | -3.3% |
| 7D | +4.6% | -29.5% | +34.1% | +3.9% |
| 30D | +0.4% | -66.9% | +67.3% | -1.6% |
| 3M | +7.7% | -73.7% | +81.4% | +5.3% |
| 6M | -18.0% | -64.8% | +46.7% | -18.5% |
| YTD | -9.3% | -64.0% | +54.8% | -7.6% |
| 1Y | +34.2% | -77.0% | +111.2% | +39.7% |
| All | +34.2% | -76.7% | +110.9% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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