+191.3%
ECHO vs APA
-1.1%
+192.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.8% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +2.4% | +9.3% | -6.9% | +0.6% |
| 3M | -21.8% | +23.3% | -45.1% | -25.3% |
| 6M | -16.9% | +39.5% | -56.4% | -23.2% |
| YTD | -16.0% | +87.6% | -103.6% | -26.9% |
| 1Y | +9.3% | +114.2% | -105.0% | -8.0% |
| 3Y | +406.2% | +13.6% | +392.6% | +368.9% |
| 5Y | +251.0% | +175.6% | +75.4% | +161.8% |
| 10Y | +191.3% | -2.6% | +193.9% | +109.6% |
| All | +191.3% | -1.1% | +192.4% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling