+42.9%
ECHO vs APA
+107.6%
-64.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +2.0% |
| 7D | +5.7% | +8.5% | -2.9% | +6.0% |
| 30D | +13.8% | +2.8% | +11.0% | +13.9% |
| 3M | +9.1% | +21.7% | -12.6% | +10.1% |
| 6M | -24.9% | +32.6% | -57.6% | -23.9% |
| YTD | -8.0% | +103.7% | -111.7% | -17.0% |
| 1Y | +42.9% | +101.8% | -58.9% | +30.3% |
| All | +42.9% | +107.6% | -64.7% | +30.3% |
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