+192.7%
ECHO vs APD
+161.1%
+31.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.5% |
| 7D | +8.6% | -2.5% | +11.1% | +9.5% |
| 30D | +3.8% | -1.9% | +5.6% | +4.3% |
| 3M | -19.9% | +8.2% | -28.1% | -22.7% |
| 6M | -12.1% | +10.7% | -22.8% | -16.1% |
| YTD | -14.1% | +22.9% | -37.0% | -21.6% |
| 1Y | +15.9% | +5.8% | +10.1% | +11.3% |
| 3Y | +417.8% | +7.8% | +410.1% | +386.1% |
| 5Y | +259.3% | +26.1% | +233.2% | +209.7% |
| 10Y | +192.7% | +163.7% | +29.0% | +78.2% |
| All | +192.7% | +161.1% | +31.6% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling