+285.4%
ECHO vs AMBA
+772.6%
-487.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -3.4% |
| 7D | -2.4% | -7.2% | +4.8% | -1.1% |
| 30D | -3.1% | -10.4% | +7.2% | -1.2% |
| 3M | +8.7% | -30.1% | +38.8% | +15.4% |
| 6M | -24.8% | -22.4% | -2.3% | -23.6% |
| YTD | -13.0% | -17.3% | +4.4% | -13.6% |
| 1Y | +33.9% | -35.4% | +69.3% | +38.3% |
| 3Y | +791.8% | +18.6% | +773.2% | +704.1% |
| 5Y | +261.7% | -69.8% | +331.5% | +275.5% |
| 10Y | +157.3% | +1.1% | +156.2% | +108.3% |
| All | +285.4% | +772.6% | -487.2% | +164.6% |
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 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