+446.2%
ECHO vs APTV
+142.1%
+304.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +3.6% | -8.9% | +12.5% | +7.2% |
| 30D | +7.5% | -9.5% | +17.0% | +11.0% |
| 3M | +16.2% | -20.6% | +36.7% | +25.4% |
| 6M | -20.9% | -28.9% | +8.0% | -13.2% |
| YTD | -6.0% | -48.2% | +42.2% | +14.5% |
| 1Y | +43.4% | -51.7% | +95.1% | +79.4% |
| 3Y | +924.0% | -48.1% | +972.1% | +1,123.1% |
| 5Y | +249.6% | -76.7% | +326.3% | +436.5% |
| 10Y | +151.3% | -25.6% | +176.9% | +124.1% |
| All | +446.2% | +142.1% | +304.1% | +140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling