+403.2%
APLD vs ECHO
+388.0%
+15.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +4.1% | +3.4% | +0.7% | +3.1% |
| 30D | -11.7% | +2.4% | -14.1% | -12.2% |
| 3M | -40.3% | -28.0% | -12.3% | -34.6% |
| 6M | -8.0% | -21.2% | +13.3% | -2.1% |
| YTD | +7.5% | -17.4% | +24.9% | +13.4% |
| 1Y | +84.0% | +33.6% | +50.4% | +71.2% |
| All | +403.2% | +388.0% | +15.2% | +179.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling