+370.9%
ECHO vs AFRM
-27.4%
+398.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.1% | +6.0% | +3.3% |
| 7D | +2.2% | -8.4% | +10.5% | +3.2% |
| 30D | +9.8% | -18.3% | +28.1% | +12.3% |
| 3M | +16.8% | -12.7% | +29.5% | +18.3% |
| 6M | -18.1% | +3.0% | -21.1% | -18.7% |
| YTD | -4.2% | -11.4% | +7.2% | -4.0% |
| 1Y | +41.2% | -13.3% | +54.6% | +41.6% |
| 3Y | +943.7% | +194.0% | +749.7% | +799.6% |
| 5Y | +277.5% | -50.6% | +328.1% | +225.4% |
| All | +370.9% | -27.4% | +398.3% | +301.0% |
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