+260.1%
ECHO vs ADVB
-97.1%
+357.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.0% | -11.8% | -1.8% |
| 7D | +3.6% | +10.5% | -6.8% | +3.7% |
| 30D | +7.5% | -56.0% | +63.5% | +6.5% |
| 3M | +16.2% | -70.1% | +86.3% | +14.6% |
| 6M | -20.9% | -53.7% | +32.8% | -21.3% |
| YTD | -6.0% | -60.3% | +54.3% | -6.7% |
| 1Y | +43.4% | -73.1% | +116.5% | +43.2% |
| All | +260.1% | -97.1% | +357.2% | +360.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling