+46.8%
ECHO vs APD
+23.3%
+23.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.8% |
| 7D | +3.6% | -1.2% | +4.8% | +3.4% |
| 30D | +7.5% | +11.0% | -3.6% | +9.2% |
| 3M | +16.2% | +2.6% | +13.6% | +16.5% |
| 6M | -20.9% | +4.8% | -25.7% | -20.3% |
| YTD | -6.0% | +31.0% | -37.0% | -0.5% |
| All | +46.8% | +23.3% | +23.5% | +53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling