+33.6%
ECHO vs APA
+94.6%
-61.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | -0.2% |
| 7D | +3.4% | +0.5% | +2.9% | +3.4% |
| 30D | +2.4% | +23.4% | -21.0% | +3.8% |
| 3M | -28.0% | +12.7% | -40.6% | -27.2% |
| 6M | -21.2% | +39.4% | -60.7% | -21.4% |
| YTD | -17.4% | +79.0% | -96.3% | -18.0% |
| 1Y | +33.6% | +88.8% | -55.2% | +35.3% |
| All | +33.6% | +94.6% | -61.1% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling