+1,367.3%
AAPL vs ECHO
+144.4%
+1,223.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | +4.1% | +5.7% | -1.5% | +3.5% |
| 30D | +4.0% | +13.8% | -9.9% | +2.4% |
| 3M | +16.8% | +9.1% | +7.7% | +15.4% |
| 6M | +19.4% | -24.9% | +44.3% | +22.0% |
| YTD | +31.5% | -8.0% | +39.5% | +30.8% |
| 1Y | +31.0% | +42.9% | -11.9% | +24.1% |
| 3Y | +95.3% | +926.7% | -831.4% | +24.1% |
| 5Y | +143.4% | +230.4% | -87.0% | +92.9% |
| All | +1,367.3% | +144.4% | +1,223.0% | +1,130.3% |
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