+11.3%
APH vs ECHO
+40.1%
-28.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | +0.4% | +3.6% | -3.3% | -0.4% |
| 30D | -8.0% | +7.5% | -15.4% | -9.3% |
| 3M | -5.0% | +16.2% | -21.2% | -7.5% |
| 6M | +29.9% | -20.9% | +50.8% | +30.8% |
| YTD | +18.0% | -6.0% | +23.9% | +13.3% |
| 1Y | +11.3% | +43.4% | -32.0% | +0.5% |
| All | +11.3% | +40.1% | -28.7% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling