+37.2%
ECHO vs AFRM
-10.2%
+47.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.1% | +7.1% | +7.0% |
| 7D | +3.0% | -7.5% | +10.6% | +4.7% |
| 30D | +6.7% | -15.7% | +22.4% | +10.3% |
| 3M | +12.4% | -9.6% | +22.0% | +14.1% |
| 6M | -20.4% | +6.3% | -26.7% | -21.6% |
| YTD | -6.9% | -8.6% | +1.7% | -7.4% |
| All | +37.2% | -10.2% | +47.4% | +38.0% |
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 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