+902.9%
ECHO vs APA
+34.8%
+868.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.1% | +7.0% |
| 7D | +3.0% | -8.7% | +11.8% | +4.0% |
| 30D | +6.7% | -2.4% | +9.1% | +6.9% |
| 3M | +12.4% | +19.0% | -6.6% | +9.6% |
| 6M | -20.4% | +26.8% | -47.2% | -23.3% |
| YTD | -6.9% | +87.3% | -94.3% | -18.0% |
| 1Y | +37.7% | +92.3% | -54.6% | +20.6% |
| 3Y | +902.9% | +37.3% | +865.6% | +848.3% |
| All | +902.9% | +34.8% | +868.1% | +848.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling