+292.6%
APP vs ECHO
+260.3%
+32.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.2% | +4.6% | +9.1% |
| 7D | +71.2% | -2.4% | +73.6% | +71.1% |
| 30D | +39.1% | -3.1% | +42.2% | +39.0% |
| 3M | +16.5% | +8.7% | +7.8% | +14.2% |
| 6M | -16.6% | -24.8% | +8.2% | -13.9% |
| YTD | -41.9% | -13.0% | -29.0% | -41.9% |
| 1Y | -37.0% | +33.9% | -71.0% | -41.3% |
| 3Y | +892.4% | +791.8% | +100.6% | +457.2% |
| All | +292.6% | +260.3% | +32.3% | +199.0% |
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