+930.0%
APH vs ECHO
+144.4%
+785.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.7% | -2.0% |
| 7D | +4.9% | +5.7% | -0.8% | +4.0% |
| 30D | -5.4% | +13.8% | -19.2% | -7.0% |
| 3M | -5.5% | +9.1% | -14.5% | -6.5% |
| 6M | +25.9% | -24.9% | +50.9% | +30.2% |
| YTD | +16.4% | -8.0% | +24.4% | +16.2% |
| 1Y | +16.5% | +42.9% | -26.4% | +9.3% |
| 3Y | +270.9% | +926.7% | -655.8% | +108.5% |
| 5Y | +289.5% | +230.4% | +59.1% | +191.6% |
| All | +930.0% | +144.4% | +785.6% | +744.8% |
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