+269.3%
APLD vs ECHO
+314.6%
-45.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.9% | +9.3% | +8.0% |
| 7D | +7.8% | +3.6% | +4.2% | +6.9% |
| 30D | -23.0% | +7.5% | -30.4% | -24.3% |
| 3M | -39.7% | +16.2% | -55.8% | -42.2% |
| 6M | -59.8% | -20.9% | -39.0% | -56.6% |
| YTD | -27.0% | -6.0% | -21.0% | -25.1% |
| 1Y | -37.3% | +43.4% | -80.7% | -43.7% |
| 3Y | +281.9% | +924.0% | -642.2% | +19.0% |
| All | +269.3% | +314.6% | -45.3% | +148.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling