+1,055.9%
APH vs ECHO
+183.9%
+872.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.0% | +3.4% | +1.5% | +4.5% |
| 30D | -3.9% | +2.4% | -6.2% | -4.2% |
| 3M | +13.0% | -28.0% | +40.9% | +17.7% |
| 6M | +25.2% | -21.2% | +46.4% | +28.2% |
| YTD | +22.9% | -17.4% | +40.3% | +24.6% |
| 1Y | +47.8% | +33.6% | +14.2% | +39.4% |
| 3Y | +283.0% | +419.7% | -136.7% | +149.7% |
| 5Y | +349.7% | +241.7% | +108.0% | +222.5% |
| All | +1,055.9% | +183.9% | +872.0% | +746.1% |
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