+224.2%
ECHO vs AFRM
-55.6%
+279.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.0% | -3.6% |
| 7D | +9.1% | -5.5% | +14.6% | +9.9% |
| 30D | +7.2% | -15.5% | +22.6% | +9.6% |
| 3M | +6.1% | -10.3% | +16.4% | +7.3% |
| 6M | -24.2% | +0.6% | -24.8% | -24.6% |
| YTD | -9.7% | -11.5% | +1.8% | -9.5% |
| 1Y | +40.9% | -16.6% | +57.5% | +42.1% |
| 3Y | +883.3% | +193.5% | +689.7% | +719.8% |
| 5Y | +224.2% | -55.8% | +280.0% | +178.3% |
| All | +224.2% | -55.6% | +279.7% | +178.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling