+948.3%
APH vs ECHO
+139.8%
+808.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.0% |
| 7D | +11.1% | +9.1% | +2.0% | +9.8% |
| 30D | -7.3% | +7.2% | -14.5% | -8.1% |
| 3M | -6.2% | +6.1% | -12.2% | -6.9% |
| 6M | +24.9% | -24.2% | +49.1% | +29.0% |
| YTD | +18.4% | -9.7% | +28.2% | +18.6% |
| 1Y | +13.0% | +40.9% | -27.9% | +6.2% |
| 3Y | +276.4% | +883.3% | -606.9% | +113.6% |
| 5Y | +296.4% | +224.2% | +72.2% | +197.6% |
| All | +948.3% | +139.8% | +808.5% | +762.2% |
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