-46.9%
APLD vs ECHO
+40.9%
-87.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.2% | -2.4% |
| 7D | -6.3% | +2.2% | -8.5% | -7.3% |
| 30D | -29.6% | +9.8% | -39.4% | -33.4% |
| 3M | -42.6% | +16.8% | -59.4% | -47.7% |
| 6M | -59.6% | -18.1% | -41.5% | -56.9% |
| YTD | -32.0% | -4.2% | -27.8% | -36.3% |
| 1Y | -46.9% | +41.2% | -88.2% | -58.9% |
| All | -46.9% | +40.9% | -87.8% | -58.9% |
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