+19.7%
ABNB vs ECHO
+436.9%
-417.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -4.3% |
| 7D | -4.4% | +8.6% | -13.0% | -4.9% |
| 30D | -2.0% | +3.8% | -5.7% | -2.3% |
| 3M | +29.8% | -19.9% | +49.7% | +31.4% |
| 6M | +31.0% | -12.1% | +43.1% | +31.5% |
| YTD | +28.6% | -14.1% | +42.7% | +29.0% |
| 1Y | +40.1% | +15.9% | +24.2% | +37.5% |
| 3Y | +19.7% | +417.8% | -398.2% | -1.0% |
| All | +19.7% | +436.9% | -417.2% | -1.0% |
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