+33.9%
ECHO vs ADVB
-77.7%
+111.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.2% | +1.0% | +5.3% |
| 7D | -2.4% | -13.9% | +11.5% | -2.7% |
| 30D | -3.1% | -68.1% | +65.0% | -5.2% |
| 3M | +8.7% | -73.4% | +82.1% | +6.3% |
| 6M | -24.8% | -70.8% | +46.0% | -25.0% |
| YTD | -13.0% | -66.1% | +53.1% | -11.4% |
| 1Y | +33.9% | -77.5% | +111.4% | +39.4% |
| All | +33.9% | -77.7% | +111.6% | +39.4% |
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