+220.6%
APLD vs ECHO
+283.9%
-63.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.3% | -5.0% |
| 7D | -12.7% | -2.4% | -10.3% | -11.8% |
| 30D | -34.7% | -3.1% | -31.5% | -33.7% |
| 3M | -46.1% | +8.7% | -54.8% | -47.3% |
| 6M | -64.9% | -24.8% | -40.1% | -61.5% |
| YTD | -36.6% | -13.0% | -23.6% | -33.4% |
| 1Y | -50.0% | +33.9% | -83.9% | -54.1% |
| 3Y | +190.1% | +791.8% | -601.7% | -4.0% |
| All | +220.6% | +283.9% | -63.2% | +121.3% |
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