+330.2%
APLD vs ECHO
+881.3%
-551.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.4% | -4.1% |
| 7D | +19.6% | +9.1% | +10.5% | +16.5% |
| 30D | -24.5% | +7.2% | -31.6% | -25.5% |
| 3M | -45.6% | +6.1% | -51.7% | -46.1% |
| 6M | -61.4% | -24.2% | -37.3% | -58.3% |
| YTD | -30.9% | -9.7% | -21.1% | -28.4% |
| 1Y | -35.8% | +40.9% | -76.8% | -40.5% |
| All | +330.2% | +881.3% | -551.1% | +86.6% |
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