+5,994.3%
AAPL vs ECHO
+246.0%
+5,748.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.8% | +0.5% |
| 7D | +3.2% | +9.1% | -5.9% | +1.8% |
| 30D | +4.1% | +7.2% | -3.1% | +2.6% |
| 3M | +17.5% | +6.1% | +11.4% | +15.9% |
| 6M | +20.6% | -24.2% | +44.7% | +24.4% |
| YTD | +31.0% | -9.7% | +40.7% | +30.1% |
| 1Y | +30.2% | +40.9% | -10.7% | +20.0% |
| 3Y | +92.9% | +883.3% | -790.4% | +1.8% |
| 5Y | +142.4% | +224.2% | -81.8% | +64.1% |
| 10Y | +1,324.9% | +141.3% | +1,183.7% | +896.1% |
| All | +5,994.3% | +246.0% | +5,748.3% | +3,077.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling