+9.2%
ABT vs EOSE
-58.6%
+67.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | -0.2% |
| 7D | -4.7% | +15.0% | -19.7% | -4.9% |
| 30D | -3.1% | +2.5% | -5.6% | -3.2% |
| 3M | +16.1% | -33.7% | +49.8% | +16.6% |
| 6M | -5.3% | -32.7% | +27.4% | -5.3% |
| YTD | -14.4% | -63.8% | +49.3% | -13.9% |
| 1Y | -18.4% | -40.5% | +22.1% | -19.2% |
| 3Y | +11.2% | +50.4% | -39.2% | +4.5% |
| 5Y | -9.4% | -68.6% | +59.2% | -18.5% |
| All | +9.2% | -58.6% | +67.8% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling