+949.3%
ECHO vs AFRM
+204.9%
+744.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.7% | -2.5% |
| 7D | +3.6% | -10.3% | +13.9% | +6.0% |
| 30D | +7.5% | -13.7% | +21.2% | +10.6% |
| 3M | +16.2% | -11.6% | +27.7% | +18.3% |
| 6M | -20.9% | +2.1% | -23.0% | -22.0% |
| YTD | -6.0% | -8.9% | +2.9% | -6.3% |
| 1Y | +43.4% | -9.7% | +53.1% | +42.6% |
| All | +949.3% | +204.9% | +744.4% | +605.8% |
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