+926.7%
ECHO vs AMBA
+21.7%
+905.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.3% |
| 7D | +5.7% | +2.7% | +3.0% | +5.0% |
| 30D | +13.8% | -2.2% | +16.0% | +14.6% |
| 3M | +9.1% | -26.6% | +35.7% | +17.2% |
| 6M | -24.9% | -26.8% | +1.8% | -22.4% |
| YTD | -8.0% | -15.1% | +7.1% | -10.8% |
| 1Y | +42.9% | -32.3% | +75.2% | +47.9% |
| 3Y | +926.7% | +19.8% | +906.9% | +708.8% |
| All | +926.7% | +21.7% | +905.0% | +708.8% |
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