+140.3%
ECHO vs APD
+191.6%
-51.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | +9.1% | +2.2% | +7.0% | +8.3% |
| 30D | +7.2% | +9.4% | -2.3% | +3.7% |
| 3M | +6.1% | +4.7% | +1.4% | +4.1% |
| 6M | -24.2% | +5.5% | -29.6% | -26.1% |
| YTD | -9.7% | +31.4% | -41.1% | -19.7% |
| 1Y | +40.9% | +24.1% | +16.8% | +27.5% |
| 3Y | +883.3% | +28.8% | +854.5% | +763.6% |
| 5Y | +224.2% | +15.8% | +208.4% | +191.5% |
| All | +140.3% | +191.6% | -51.3% | +37.5% |
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