+241.6%
ECHO vs AMBA
-54.5%
+296.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +3.4% | -11.0% | +14.4% | +5.9% |
| 30D | +2.4% | -23.2% | +25.5% | +8.2% |
| 3M | -28.0% | -12.7% | -15.2% | -27.6% |
| 6M | -21.2% | +11.2% | -32.5% | -26.5% |
| YTD | -17.4% | -11.2% | -6.2% | -19.5% |
| 1Y | +33.6% | -22.5% | +56.1% | +32.7% |
| 3Y | +419.7% | -1.3% | +421.0% | +362.5% |
| All | +241.6% | -54.5% | +296.1% | +216.6% |
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