+41.2%
ECHO vs ADVB
-73.6%
+114.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +3.0% |
| 7D | +2.2% | -4.1% | +6.3% | +2.1% |
| 30D | +9.8% | -60.3% | +70.1% | +8.1% |
| 3M | +16.8% | -73.3% | +90.2% | +14.2% |
| 6M | -18.1% | -65.9% | +47.8% | -18.3% |
| YTD | -4.2% | -63.9% | +59.7% | -2.4% |
| 1Y | +41.2% | -74.1% | +115.4% | +47.5% |
| All | +41.2% | -73.6% | +114.9% | +47.5% |
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