+244.7%
APLD vs ECHO
+310.5%
-65.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.9% | +0.6% | +5.0% |
| 7D | +3.1% | +3.0% | +0.1% | +2.6% |
| 30D | -29.4% | +6.7% | -36.1% | -30.4% |
| 3M | -42.8% | +12.4% | -55.2% | -44.5% |
| 6M | -59.5% | -20.4% | -39.0% | -56.3% |
| YTD | -31.8% | -6.9% | -24.9% | -29.8% |
| 1Y | -46.0% | +37.7% | -83.7% | -50.8% |
| 3Y | +252.0% | +902.9% | -650.9% | +10.9% |
| All | +244.7% | +310.5% | -65.8% | +133.3% |
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 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