+190.1%
APLD vs ECHO
+621.2%
-431.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +5.2% | +4.5% | +8.1% |
| 7D | -12.7% | -2.4% | -10.3% | -11.6% |
| 30D | -34.7% | -3.1% | -31.5% | -33.6% |
| 3M | -46.1% | +8.7% | -54.8% | -47.0% |
| 6M | -64.9% | -24.8% | -40.1% | -61.9% |
| YTD | -36.6% | -13.0% | -23.6% | -33.6% |
| 1Y | -50.0% | +33.9% | -83.9% | -53.0% |
| 3Y | +190.1% | +791.8% | -601.7% | +25.7% |
| All | +190.1% | +621.2% | -431.1% | +25.7% |
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