+285.6%
APH vs ECHO
+423.0%
-137.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.0% | +3.4% | +1.5% | +4.7% |
| 30D | -3.9% | +2.4% | -6.2% | -4.0% |
| 3M | +13.0% | -28.0% | +40.9% | +15.0% |
| 6M | +25.2% | -21.2% | +46.4% | +26.5% |
| YTD | +22.9% | -17.4% | +40.3% | +23.7% |
| 1Y | +47.8% | +33.6% | +14.2% | +44.7% |
| All | +285.6% | +423.0% | -137.4% | +238.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling