+140.3%
ECHO vs AMBA
+0.6%
+139.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.5% |
| 7D | +9.1% | +10.7% | -1.5% | +6.8% |
| 30D | +7.2% | -5.0% | +12.2% | +8.5% |
| 3M | +6.1% | -26.9% | +33.0% | +12.8% |
| 6M | -24.2% | -21.9% | -2.2% | -22.9% |
| YTD | -9.7% | -13.8% | +4.1% | -11.5% |
| 1Y | +40.9% | -36.1% | +77.0% | +46.8% |
| 3Y | +883.3% | +21.6% | +861.6% | +756.9% |
| 5Y | +224.2% | -68.8% | +292.9% | +235.2% |
| All | +140.3% | +0.6% | +139.7% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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