+265.7%
ECHO vs AMBA
+837.3%
-571.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +3.4% | -11.0% | +14.4% | +5.5% |
| 30D | +2.4% | -23.2% | +25.5% | +7.1% |
| 3M | -28.0% | -12.7% | -15.2% | -27.6% |
| 6M | -21.2% | +11.2% | -32.5% | -25.2% |
| YTD | -17.4% | -11.2% | -6.2% | -18.8% |
| 1Y | +33.6% | -22.5% | +56.1% | +33.4% |
| 3Y | +419.7% | -1.3% | +421.0% | +382.6% |
| 5Y | +241.7% | -54.2% | +295.9% | +232.9% |
| 10Y | +180.8% | -6.1% | +186.9% | +128.1% |
| All | +265.7% | +837.3% | -571.5% | +148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling