+443.7%
APLD vs ECHO
+264.3%
+179.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +4.1% | +3.4% | +0.7% | +2.9% |
| 30D | -11.7% | +2.4% | -14.1% | -12.3% |
| 3M | -40.3% | -28.0% | -12.3% | -33.3% |
| 6M | -8.0% | -21.2% | +13.3% | -0.9% |
| YTD | +7.5% | -17.4% | +24.9% | +14.4% |
| 1Y | +84.0% | +33.6% | +50.4% | +66.8% |
| 3Y | +356.2% | +419.7% | -63.4% | +96.3% |
| All | +443.7% | +264.3% | +179.4% | +280.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling