+52.0%
ABNB vs ECHO
+922.0%
-870.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -3.0% |
| 7D | +2.7% | +3.6% | -0.9% | +2.5% |
| 30D | +10.8% | +7.5% | +3.3% | +10.2% |
| 3M | -2.1% | +16.2% | -18.2% | -3.1% |
| 6M | +32.2% | -20.9% | +53.0% | +33.5% |
| YTD | +33.5% | -6.0% | +39.4% | +32.9% |
| 1Y | +47.8% | +43.4% | +4.4% | +43.5% |
| All | +52.0% | +922.0% | -870.0% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 3y: compounded portfolio wealth divided by compounded ECHO 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…
3y analysis · Full analysis span regression · 6 months rolling