+9.3%
ECHO vs APD
+5.1%
+4.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.3% |
| 7D | +5.3% | -4.6% | +9.9% | +4.8% |
| 30D | +2.4% | -4.2% | +6.6% | +1.9% |
| 3M | -21.8% | +5.0% | -26.8% | -21.3% |
| 6M | -16.9% | +8.9% | -25.9% | -15.9% |
| YTD | -16.0% | +21.9% | -37.9% | -13.8% |
| 1Y | +9.3% | +5.6% | +3.7% | +12.2% |
| All | +9.3% | +5.1% | +4.1% | +12.2% |
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 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