-5.9%
ABT vs EOSE
-85.5%
+79.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +12.6% | -7.0% | +6.0% |
| 7D | +12.5% | +9.7% | +2.8% | +12.9% |
| 30D | +16.1% | -34.6% | +50.7% | +14.5% |
| 3M | +10.2% | -50.8% | +61.0% | +7.6% |
| 6M | +33.7% | -66.5% | +100.2% | +29.6% |
| YTD | -5.5% | -81.3% | +75.8% | -10.7% |
| 1Y | -5.9% | -84.8% | +78.9% | -11.5% |
| All | -5.9% | -85.5% | +79.6% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling