+240.0%
ECHO vs APA
-44.5%
+284.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.7% |
| 7D | +3.4% | +0.5% | +2.9% | +3.2% |
| 30D | +2.4% | +23.4% | -21.0% | -2.6% |
| 3M | -28.0% | +12.7% | -40.6% | -30.4% |
| 6M | -21.2% | +39.4% | -60.7% | -28.5% |
| YTD | -17.4% | +79.0% | -96.3% | -29.4% |
| 1Y | +33.6% | +88.8% | -55.2% | +11.7% |
| 3Y | +419.7% | +6.4% | +413.3% | +381.2% |
| 5Y | +241.7% | +153.0% | +88.7% | +142.3% |
| 10Y | +180.8% | +7.5% | +173.2% | +94.8% |
| All | +240.0% | -44.5% | +284.5% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling