+949.3%
ECHO vs BBAI
+49.4%
+899.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +3.6% | -10.2% | +13.8% | +4.8% |
| 30D | +7.5% | 0.0% | +7.5% | +7.4% |
| 3M | +16.2% | -30.9% | +47.1% | +20.4% |
| 6M | -20.9% | -46.8% | +25.9% | -16.1% |
| YTD | -6.0% | -57.4% | +51.4% | +1.1% |
| 1Y | +43.4% | -62.0% | +105.4% | +54.6% |
| All | +949.3% | +49.4% | +899.9% | +812.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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