+407.1%
ECHO vs AFRM
+232.3%
+174.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.6% |
| 7D | +3.4% | -7.0% | +10.4% | +4.9% |
| 30D | +2.4% | -7.8% | +10.2% | +3.8% |
| 3M | -28.0% | +5.3% | -33.3% | -29.1% |
| 6M | -21.2% | +42.6% | -63.9% | -27.7% |
| YTD | -17.4% | -2.8% | -14.6% | -18.5% |
| 1Y | +33.6% | -19.3% | +52.9% | +35.7% |
| All | +407.1% | +232.3% | +174.7% | +235.0% |
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 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