+1,278.0%
AAPL vs ECHO
+197.5%
+1,080.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.6% |
| 7D | +3.8% | +3.7% | +0.1% | +3.5% |
| 30D | +9.9% | +0.7% | +9.2% | +9.8% |
| 3M | +12.5% | -27.3% | +39.8% | +15.9% |
| 6M | +27.6% | -17.0% | +44.6% | +29.2% |
| YTD | +22.6% | -14.3% | +36.9% | +23.1% |
| 1Y | +45.0% | +20.9% | +24.1% | +40.0% |
| 3Y | +87.8% | +423.0% | -335.2% | +35.3% |
| 5Y | +128.7% | +265.7% | -137.0% | +74.5% |
| All | +1,278.0% | +197.5% | +1,080.5% | +1,106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 10y: compounded portfolio wealth divided by compounded ECHO 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…
10y analysis · Full analysis span regression · 6 months rolling