+791.8%
ECHO vs AFRM
+203.8%
+588.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.9% | +5.8% | -2.1% |
| 7D | -2.4% | -7.3% | +4.9% | -1.0% |
| 30D | -3.1% | -9.6% | +6.4% | -1.5% |
| 3M | +8.7% | -11.1% | +19.8% | +10.5% |
| 6M | -24.8% | +3.9% | -28.6% | -26.1% |
| YTD | -13.0% | -8.5% | -4.5% | -13.4% |
| 1Y | +33.9% | +3.3% | +30.7% | +29.6% |
| 3Y | +791.8% | +213.7% | +578.1% | +594.1% |
| All | +791.8% | +203.8% | +588.0% | +594.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling