+877.5%
APP vs ECHO
+922.0%
-44.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.6% |
| 7D | +48.9% | +3.6% | +45.3% | +47.9% |
| 30D | +49.4% | +7.5% | +42.0% | +47.5% |
| 3M | +27.0% | +16.2% | +10.9% | +24.0% |
| 6M | -15.4% | -20.9% | +5.5% | -13.8% |
| YTD | -39.9% | -6.0% | -33.9% | -40.4% |
| 1Y | -32.0% | +43.4% | -75.3% | -35.9% |
| All | +877.5% | +922.0% | -44.5% | +513.5% |
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