+391.7%
APP vs ECHO
+265.0%
+126.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.9% | +3.4% | -2.5% | +0.3% |
| 30D | -23.3% | +2.4% | -25.6% | -23.6% |
| 3M | -42.6% | -28.0% | -14.7% | -40.0% |
| 6M | -33.6% | -21.2% | -12.4% | -31.8% |
| YTD | -52.4% | -17.4% | -35.0% | -51.7% |
| 1Y | -35.9% | +33.6% | -69.5% | -39.8% |
| 3Y | +642.2% | +419.7% | +222.5% | +391.9% |
| 5Y | +311.1% | +241.7% | +69.4% | +201.1% |
| All | +391.7% | +265.0% | +126.6% | +257.8% |
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