+3,186.8%
APH vs ECHO
+247.7%
+2,939.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.3% | -2.9% | -5.5% |
| 7D | -2.4% | +4.6% | -7.0% | -3.3% |
| 30D | -9.5% | +0.4% | -9.9% | -9.5% |
| 3M | -7.6% | +7.7% | -15.3% | -9.1% |
| 6M | +12.4% | -18.0% | +30.4% | +16.0% |
| YTD | +17.5% | -9.3% | +26.8% | +17.4% |
| 1Y | +16.4% | +34.2% | -17.8% | +6.5% |
| 3Y | +281.6% | +538.7% | -257.1% | +85.4% |
| 5Y | +317.7% | +279.9% | +37.8% | +133.3% |
| 10Y | +967.8% | +168.2% | +799.7% | +538.8% |
| All | +3,186.8% | +247.7% | +2,939.1% | +1,229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling