+287.0%
ECHO vs APA
-39.0%
+326.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -2.7% |
| 7D | +3.6% | +5.1% | -1.4% | +2.5% |
| 30D | +7.5% | +0.3% | +7.2% | +7.2% |
| 3M | +16.2% | +15.6% | +0.5% | +11.8% |
| 6M | -20.9% | +28.9% | -49.8% | -26.3% |
| YTD | -6.0% | +96.6% | -102.5% | -21.6% |
| 1Y | +43.4% | +95.5% | -52.1% | +19.4% |
| 3Y | +924.0% | +41.8% | +882.2% | +783.2% |
| 5Y | +249.6% | +85.4% | +164.2% | +168.5% |
| 10Y | +151.3% | +4.5% | +146.7% | +77.5% |
| All | +287.0% | -39.0% | +326.0% | +147.4% |
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