+384.5%
ALAB vs EOSE
+315.0%
+69.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.5% | +7.5% | +4.8% |
| 7D | +9.6% | +15.0% | -5.3% | +5.8% |
| 30D | -5.3% | +2.5% | -7.7% | -7.0% |
| 3M | -12.0% | -33.7% | +21.7% | -5.2% |
| 6M | +145.7% | -32.7% | +178.5% | +156.9% |
| YTD | +80.7% | -63.8% | +144.4% | +109.1% |
| 1Y | +40.1% | -40.5% | +80.7% | +45.2% |
| All | +384.5% | +315.0% | +69.5% | +232.0% |
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