+955.2%
APH vs ECHO
+163.9%
+791.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.9% | -1.4% |
| 7D | -5.0% | +2.2% | -7.2% | -5.2% |
| 30D | -8.4% | +9.8% | -18.2% | -9.5% |
| 3M | -4.5% | +16.8% | -21.3% | -6.5% |
| 6M | +25.3% | -18.1% | +43.4% | +28.0% |
| YTD | +18.9% | -4.2% | +23.1% | +18.1% |
| 1Y | +11.9% | +41.2% | -29.3% | +5.2% |
| 3Y | +278.0% | +943.7% | -665.7% | +112.7% |
| 5Y | +306.4% | +277.5% | +28.9% | +192.3% |
| 10Y | +955.2% | +159.8% | +795.4% | +767.5% |
| All | +955.2% | +163.9% | +791.3% | +767.5% |
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