+84.0%
APLD vs ECHO
+40.1%
+43.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +4.1% | +3.4% | +0.7% | +2.3% |
| 30D | -11.7% | +2.4% | -14.1% | -12.6% |
| 3M | -40.3% | -28.0% | -12.3% | -31.3% |
| 6M | -8.0% | -21.2% | +13.3% | -1.4% |
| YTD | +7.5% | -17.4% | +24.9% | +14.7% |
| 1Y | +84.0% | +33.6% | +50.4% | +87.0% |
| All | +84.0% | +40.1% | +43.9% | +87.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling