+259.3%
ECHO vs APA
+156.3%
+103.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.7% |
| 7D | +8.6% | -1.7% | +10.3% | +8.9% |
| 30D | +3.8% | +15.7% | -12.0% | +1.2% |
| 3M | -19.9% | +16.5% | -36.3% | -22.2% |
| 6M | -12.1% | +35.1% | -47.2% | -17.7% |
| YTD | -14.1% | +82.2% | -96.3% | -24.2% |
| 1Y | +15.9% | +102.5% | -86.6% | -0.6% |
| 3Y | +417.8% | +10.3% | +407.5% | +382.7% |
| 5Y | +259.3% | +166.1% | +93.2% | +189.6% |
| All | +259.3% | +156.3% | +103.0% | +189.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling