+11.9%
APH vs ECHO
+40.9%
-29.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.9% | -1.6% |
| 7D | -5.0% | +2.2% | -7.2% | -5.6% |
| 30D | -8.4% | +9.8% | -18.2% | -10.2% |
| 3M | -4.5% | +16.8% | -21.3% | -7.2% |
| 6M | +25.3% | -18.1% | +43.4% | +25.4% |
| YTD | +18.9% | -4.2% | +23.1% | +13.8% |
| 1Y | +11.9% | +41.2% | -29.3% | +0.5% |
| All | +11.9% | +40.9% | -29.0% | +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