+892.4%
APP vs ECHO
+621.2%
+271.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +44.0% | -4.1% | +48.0% | +44.4% |
| 7D | +71.2% | -2.4% | +73.6% | +71.3% |
| 30D | +39.1% | -3.1% | +42.2% | +39.1% |
| 3M | +16.5% | +8.7% | +7.8% | +14.8% |
| 6M | -16.6% | -24.8% | +8.2% | -14.5% |
| YTD | -41.9% | -13.0% | -29.0% | -41.8% |
| 1Y | -37.0% | +33.9% | -71.0% | -40.1% |
| 3Y | +892.4% | +791.8% | +100.6% | +560.1% |
| All | +892.4% | +621.2% | +271.3% | +560.1% |
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 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