+144.9%
ECHO vs APTV
-27.4%
+172.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +5.7% | -1.7% | +7.4% | +6.4% |
| 30D | +13.8% | -11.6% | +25.4% | +18.5% |
| 3M | +9.1% | -21.2% | +30.3% | +18.1% |
| 6M | -24.9% | -28.5% | +3.6% | -17.9% |
| YTD | -8.0% | -49.1% | +41.1% | +12.6% |
| 1Y | +42.9% | -52.2% | +95.1% | +79.3% |
| 3Y | +926.7% | -48.6% | +975.3% | +1,129.6% |
| 5Y | +230.4% | -77.3% | +307.6% | +410.3% |
| All | +144.9% | -27.4% | +172.3% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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