+240.0%
ECHO vs APD
+425.2%
-185.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +3.4% | -2.2% | +5.6% | +4.4% |
| 30D | +2.4% | +2.1% | +0.3% | +1.3% |
| 3M | -28.0% | +7.2% | -35.1% | -30.6% |
| 6M | -21.2% | +11.2% | -32.5% | -25.6% |
| YTD | -17.4% | +24.4% | -41.8% | -26.1% |
| 1Y | +33.6% | +6.7% | +26.9% | +26.6% |
| 3Y | +419.7% | +9.2% | +410.4% | +378.5% |
| 5Y | +241.7% | +27.4% | +214.3% | +186.1% |
| 10Y | +180.8% | +164.8% | +15.9% | +56.2% |
| All | +240.0% | +425.2% | -185.2% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling