+357.5%
ECHO vs AFRM
-25.2%
+382.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.1% | +7.1% | +7.0% |
| 7D | +3.0% | -7.5% | +10.6% | +4.0% |
| 30D | +6.7% | -15.7% | +22.4% | +8.8% |
| 3M | +12.4% | -9.6% | +22.0% | +13.3% |
| 6M | -20.4% | +6.3% | -26.7% | -21.3% |
| YTD | -6.9% | -8.6% | +1.7% | -7.0% |
| 1Y | +37.7% | -7.6% | +45.3% | +37.1% |
| 3Y | +902.9% | +173.7% | +729.2% | +767.8% |
| 5Y | +275.3% | -56.9% | +332.2% | +223.2% |
| All | +357.5% | -25.2% | +382.6% | +288.2% |
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