-84.8%
EOSE vs ABCL
+138.2%
-223.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.8% | +11.8% | +12.3% |
| 7D | +9.7% | -10.0% | +19.7% | +14.2% |
| 30D | -34.6% | -10.9% | -23.7% | -31.5% |
| 3M | -50.8% | +101.6% | -152.4% | -64.3% |
| 6M | -66.5% | +167.5% | -234.0% | -78.9% |
| YTD | -81.3% | +259.1% | -340.4% | -89.2% |
| 1Y | -84.8% | +152.2% | -237.0% | -91.6% |
| All | -84.8% | +138.2% | -223.0% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling