+322.3%
ECHO vs AFRM
-20.7%
+343.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +8.6% | +3.1% | +5.5% | +8.2% |
| 30D | +3.8% | -4.2% | +8.0% | +4.1% |
| 3M | -19.9% | +10.1% | -30.0% | -21.0% |
| 6M | -12.1% | +39.4% | -51.5% | -15.8% |
| YTD | -14.1% | -3.2% | -10.9% | -14.6% |
| 1Y | +15.9% | -16.1% | +31.9% | +16.4% |
| 3Y | +417.8% | +220.8% | +197.1% | +340.8% |
| 5Y | +259.3% | -17.7% | +277.0% | +199.9% |
| All | +322.3% | -20.7% | +343.0% | +256.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling