+216.4%
ECHO vs ADVB
-88.3%
+304.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +3.4% | -3.8% | +7.2% | +3.4% |
| 30D | +2.4% | +17.6% | -15.2% | +2.7% |
| 3M | -28.0% | +119.1% | -147.1% | -27.3% |
| 6M | -21.2% | +103.4% | -124.6% | -21.3% |
| YTD | -17.4% | +59.8% | -77.2% | -16.7% |
| 1Y | +33.6% | +8.5% | +25.0% | +34.5% |
| All | +216.4% | -88.3% | +304.8% | +311.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling