-67.8%
EOSE vs ABCL
-39.9%
-27.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.1% | +10.7% | +10.8% |
| 7D | +41.4% | +1.4% | +40.0% | +40.7% |
| 30D | +3.6% | +65.1% | -61.5% | -16.8% |
| 3M | -35.7% | +111.1% | -146.8% | -53.4% |
| 6M | -29.9% | +231.6% | -261.4% | -56.8% |
| YTD | -62.5% | +234.5% | -297.0% | -77.6% |
| 1Y | -37.4% | +174.3% | -211.7% | -60.4% |
| 3Y | +55.8% | +111.5% | -55.7% | +0.4% |
| 5Y | -67.8% | -37.3% | -30.5% | -72.9% |
| All | -67.8% | -39.9% | -27.9% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling