-11.3%
ABT vs EOSE
-70.0%
+58.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | -5.9% | +1.8% | -7.7% | -5.9% |
| 30D | -8.1% | -6.8% | -1.2% | -8.1% |
| 3M | +14.5% | -36.3% | +50.8% | +15.1% |
| 6M | -6.3% | -38.8% | +32.5% | -6.1% |
| YTD | -17.1% | -65.5% | +48.4% | -16.5% |
| 1Y | -21.4% | -45.3% | +23.9% | -22.1% |
| 3Y | +5.9% | +44.2% | -38.2% | -1.3% |
| All | -11.3% | -70.0% | +58.7% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling