+1,504.9%
APH vs ECHO
+216.6%
+1,288.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.9% | -51.7% | -48.6% |
| 7D | -48.7% | +3.9% | -52.6% | -49.5% |
| 30D | -51.9% | +2.4% | -54.3% | -52.5% |
| 3M | -43.6% | -28.0% | -15.6% | -40.3% |
| 6M | -37.5% | -21.2% | -16.3% | -35.7% |
| YTD | -38.6% | -17.4% | -21.3% | -37.9% |
| 1Y | -26.3% | +33.6% | -59.9% | -33.4% |
| 3Y | +89.2% | +419.7% | -330.5% | -3.8% |
| 5Y | +119.8% | +241.7% | -121.9% | +24.4% |
| 10Y | +454.3% | +180.8% | +273.5% | +215.6% |
| All | +1,504.9% | +216.6% | +1,288.3% | +557.1% |
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