+297.4%
ECHO vs BBAI
-79.3%
+376.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.0% | +6.0% | -3.6% |
| 7D | +9.1% | -6.8% | +15.9% | +9.4% |
| 30D | +7.2% | -13.4% | +20.6% | +7.7% |
| 3M | +6.1% | -36.5% | +42.6% | +7.6% |
| 6M | -24.2% | -50.6% | +26.4% | -22.5% |
| YTD | -9.7% | -61.7% | +51.9% | -7.3% |
| 1Y | +40.9% | -71.1% | +112.1% | +45.5% |
| 3Y | +883.3% | +32.7% | +850.6% | +869.4% |
| 5Y | +224.2% | -79.2% | +303.4% | +214.7% |
| All | +297.4% | -79.3% | +376.7% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling