+282.2%
APH vs ECHO
+260.3%
+21.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.2% | -1.1% | +3.6% |
| 7D | -5.9% | -2.4% | -3.5% | -5.7% |
| 30D | -14.8% | -3.1% | -11.7% | -14.5% |
| 3M | -12.4% | +8.7% | -21.1% | -13.0% |
| 6M | +8.1% | -24.8% | +32.8% | +10.2% |
| YTD | +10.9% | -13.0% | +23.9% | +11.4% |
| 1Y | +8.8% | +33.9% | -25.2% | +5.5% |
| 3Y | +262.1% | +791.8% | -529.7% | +168.6% |
| All | +282.2% | +260.3% | +21.8% | +221.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling