+400.4%
ALAB vs EOSE
+288.0%
+112.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +10.9% | -1.1% | +7.2% |
| 7D | +7.2% | +19.0% | -11.8% | +2.5% |
| 30D | -2.5% | +1.6% | -4.1% | -3.7% |
| 3M | -13.3% | -52.0% | +38.7% | +0.4% |
| 6M | +172.8% | -42.5% | +215.3% | +196.0% |
| YTD | +86.6% | -66.1% | +152.7% | +120.2% |
| 1Y | +65.2% | -47.1% | +112.3% | +75.9% |
| All | +400.4% | +288.0% | +112.4% | +249.6% |
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