+276.0%
APH vs ECHO
+922.0%
-646.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | +0.4% | +3.6% | -3.3% | +0.1% |
| 30D | -8.0% | +7.5% | -15.4% | -8.4% |
| 3M | -5.0% | +16.2% | -21.2% | -5.9% |
| 6M | +29.9% | -20.9% | +50.8% | +31.2% |
| YTD | +18.0% | -6.0% | +23.9% | +17.6% |
| 1Y | +11.3% | +43.4% | -32.0% | +8.5% |
| All | +276.0% | +922.0% | -646.0% | +220.2% |
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 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