+277.5%
ECHO vs AMBA
-69.1%
+346.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.4% |
| 7D | +2.2% | -2.7% | +4.8% | +2.9% |
| 30D | +9.8% | -10.5% | +20.3% | +12.7% |
| 3M | +16.8% | -26.4% | +43.3% | +24.5% |
| 6M | -18.1% | -20.9% | +2.8% | -17.1% |
| YTD | -4.2% | -14.8% | +10.6% | -6.2% |
| 1Y | +41.2% | -36.1% | +77.3% | +47.6% |
| 3Y | +943.7% | +20.2% | +923.5% | +793.3% |
| 5Y | +277.5% | -67.2% | +344.8% | +258.0% |
| All | +277.5% | -69.1% | +346.7% | +258.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling