+71.1%
AMZN vs EOSE
-57.1%
+128.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.8% | -11.4% | -1.3% |
| 7D | +0.8% | +41.4% | -40.6% | -1.8% |
| 30D | -6.4% | +3.6% | -10.0% | -6.9% |
| 3M | +4.8% | -35.7% | +40.5% | +7.0% |
| 6M | +20.5% | -29.9% | +50.4% | +21.0% |
| YTD | +11.3% | -62.5% | +73.8% | +15.0% |
| 1Y | +9.0% | -37.4% | +46.4% | +7.3% |
| 3Y | +85.9% | +55.8% | +30.1% | +59.9% |
| 5Y | +45.8% | -67.8% | +113.6% | +17.7% |
| All | +71.1% | -57.1% | +128.2% | +43.9% |
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