+94.5%
AAPL vs ECHO
+881.3%
-786.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.8% | 0.0% |
| 7D | +3.2% | +9.1% | -5.9% | +2.8% |
| 30D | +4.1% | +7.2% | -3.1% | +3.7% |
| 3M | +17.5% | +6.1% | +11.4% | +17.0% |
| 6M | +20.6% | -24.2% | +44.7% | +21.7% |
| YTD | +31.0% | -9.7% | +40.7% | +30.9% |
| 1Y | +30.2% | +40.9% | -10.7% | +27.4% |
| All | +94.5% | +881.3% | -786.8% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling