+358.7%
ALAB vs EOSE
+299.0%
+59.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.9% | -1.5% | -4.4% |
| 7D | +0.6% | +14.0% | -13.4% | -2.7% |
| 30D | -8.8% | -5.9% | -2.9% | -8.6% |
| 3M | -14.0% | -34.3% | +20.3% | -7.1% |
| 6M | +144.3% | -37.8% | +182.0% | +160.0% |
| YTD | +71.0% | -65.2% | +136.2% | +99.8% |
| 1Y | +23.5% | -41.9% | +65.4% | +28.9% |
| All | +358.7% | +299.0% | +59.7% | +217.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling