+250.4%
APP vs ECHO
+238.8%
+11.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.2% | -2.2% |
| 7D | +10.6% | +9.1% | +1.4% | +9.2% |
| 30D | +44.6% | +7.2% | +37.4% | +42.3% |
| 3M | +29.6% | +6.1% | +23.5% | +27.6% |
| 6M | -19.8% | -24.2% | +4.4% | -17.3% |
| YTD | -41.6% | -9.7% | -31.9% | -41.9% |
| 1Y | -32.7% | +40.9% | -73.6% | -37.7% |
| 3Y | +799.0% | +883.3% | -84.2% | +406.3% |
| 5Y | +250.4% | +224.2% | +26.2% | +155.7% |
| All | +250.4% | +238.8% | +11.5% | +155.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling