+1.5%
ABNB vs ECHO
+253.4%
-251.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | -9.5% | +2.3% | -11.8% | -9.7% |
| 30D | -9.4% | +4.4% | -13.8% | -9.9% |
| 3M | +29.9% | -20.3% | +50.2% | +32.6% |
| 6M | +26.6% | -15.3% | +41.9% | +27.8% |
| YTD | +23.5% | -15.5% | +39.0% | +24.2% |
| 1Y | +35.8% | +15.0% | +20.9% | +31.5% |
| 3Y | +15.0% | +409.1% | -394.2% | -19.2% |
| 5Y | +1.5% | +260.6% | -259.1% | -16.8% |
| All | +1.5% | +253.4% | -251.9% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling