+791.8%
ECHO vs AMBA
+16.7%
+775.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -3.1% |
| 7D | -2.4% | -7.2% | +4.8% | -0.5% |
| 30D | -3.1% | -10.4% | +7.2% | -0.5% |
| 3M | +8.7% | -30.1% | +38.8% | +18.2% |
| 6M | -24.8% | -22.4% | -2.3% | -23.7% |
| YTD | -13.0% | -17.3% | +4.4% | -15.1% |
| 1Y | +33.9% | -35.4% | +69.3% | +40.2% |
| 3Y | +791.8% | +18.6% | +773.2% | +563.8% |
| All | +791.8% | +16.7% | +775.1% | +563.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling