+902.9%
ECHO vs AMBA
+23.3%
+879.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.3% | +1.7% | +5.6% |
| 7D | +3.0% | 0.0% | +3.1% | +3.2% |
| 30D | +6.7% | -8.6% | +15.3% | +9.2% |
| 3M | +12.4% | -29.0% | +41.4% | +21.7% |
| 6M | -20.4% | -19.2% | -1.2% | -20.0% |
| YTD | -6.9% | -13.0% | +6.1% | -10.3% |
| 1Y | +37.7% | -31.3% | +69.0% | +41.9% |
| 3Y | +902.9% | +28.1% | +874.7% | +651.0% |
| All | +902.9% | +23.3% | +879.6% | +651.0% |
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