-46.5%
APLD vs ECHO
+34.5%
-81.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.3% | -3.5% | -4.5% |
| 7D | -18.5% | +4.6% | -23.1% | -20.9% |
| 30D | -32.8% | +0.4% | -33.2% | -32.8% |
| 3M | -46.9% | +7.7% | -54.5% | -49.1% |
| 6M | -53.4% | -18.0% | -35.3% | -50.6% |
| YTD | -32.3% | -9.3% | -23.0% | -34.2% |
| 1Y | -46.5% | +34.2% | -80.7% | -57.2% |
| All | -46.5% | +34.5% | -81.0% | -57.2% |
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 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