+944.2%
APH vs ECHO
+155.6%
+788.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | +0.4% | +3.6% | -3.3% | -0.1% |
| 30D | -8.0% | +7.5% | -15.4% | -8.8% |
| 3M | -5.0% | +16.2% | -21.2% | -6.9% |
| 6M | +29.9% | -20.9% | +50.8% | +33.4% |
| YTD | +18.0% | -6.0% | +23.9% | +17.5% |
| 1Y | +11.3% | +43.4% | -32.0% | +4.4% |
| 3Y | +274.9% | +924.0% | -649.1% | +111.5% |
| 5Y | +300.6% | +249.6% | +51.0% | +195.2% |
| 10Y | +944.2% | +151.3% | +792.9% | +753.8% |
| All | +944.2% | +155.6% | +788.6% | +753.8% |
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