+951.3%
APH vs ECHO
+168.8%
+782.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +6.9% | +1.3% | +7.2% |
| 7D | +1.1% | +3.0% | -1.9% | +0.8% |
| 30D | -7.5% | +6.7% | -14.2% | -8.2% |
| 3M | -4.4% | +12.4% | -16.8% | -5.9% |
| 6M | +26.5% | -20.4% | +46.9% | +29.8% |
| YTD | +20.0% | -6.9% | +27.0% | +19.7% |
| 1Y | +16.9% | +37.7% | -20.8% | +10.2% |
| 3Y | +288.5% | +902.9% | -614.4% | +120.4% |
| 5Y | +310.3% | +275.3% | +35.0% | +193.9% |
| 10Y | +951.3% | +159.0% | +792.3% | +782.2% |
| All | +951.3% | +168.8% | +782.5% | +782.2% |
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