+306.0%
ECHO vs AFRM
-20.4%
+326.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | +3.4% | -7.0% | +10.4% | +4.2% |
| 30D | +2.4% | -7.8% | +10.2% | +3.1% |
| 3M | -28.0% | +5.3% | -33.3% | -28.6% |
| 6M | -21.2% | +42.6% | -63.9% | -24.8% |
| YTD | -17.4% | -2.8% | -14.6% | -18.0% |
| 1Y | +33.6% | -19.3% | +52.9% | +34.7% |
| 3Y | +419.7% | +231.0% | +188.7% | +341.3% |
| 5Y | +241.7% | -22.2% | +264.0% | +186.1% |
| All | +306.0% | -20.4% | +326.4% | +242.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling