+34.2%
ECHO vs AFRM
+8.5%
+25.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.0% | -8.3% | -4.2% |
| 7D | +4.6% | +3.1% | +1.5% | +3.9% |
| 30D | +0.4% | +1.1% | -0.7% | 0.0% |
| 3M | +7.7% | -3.2% | +10.9% | +7.8% |
| 6M | -18.0% | +12.7% | -30.7% | -20.7% |
| YTD | -9.3% | +1.6% | -10.8% | -11.3% |
| 1Y | +34.2% | +5.9% | +28.4% | +30.3% |
| All | +34.2% | +8.5% | +25.7% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 1y: compounded portfolio wealth divided by compounded AFRM 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…
1y analysis · Full analysis span regression · 6 months rolling