+258.3%
ECHO vs APD
+431.5%
-173.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.7% | +5.9% |
| 7D | -2.4% | -3.7% | +1.3% | -0.8% |
| 30D | -3.1% | +9.6% | -12.7% | -7.1% |
| 3M | +8.7% | +1.6% | +7.1% | +7.5% |
| 6M | -24.8% | +2.2% | -26.9% | -26.2% |
| YTD | -13.0% | +25.9% | -38.8% | -22.7% |
| 1Y | +33.9% | +20.1% | +13.8% | +20.6% |
| 3Y | +791.8% | +12.4% | +779.4% | +707.7% |
| 5Y | +261.7% | +11.1% | +250.6% | +223.2% |
| 10Y | +157.3% | +190.1% | -32.8% | +36.7% |
| All | +258.3% | +431.5% | -173.2% | +17.5% |
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 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