-88.1%
EOSE vs ABCL
-79.6%
-8.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.3% | -7.1% | -7.3% |
| 7D | -8.4% | +2.3% | -10.7% | -9.0% |
| 30D | -31.0% | -0.7% | -30.3% | -30.5% |
| 3M | -57.0% | +33.4% | -90.4% | -60.9% |
| 6M | -78.3% | +137.8% | -216.1% | -84.0% |
| YTD | -84.8% | +264.3% | -349.1% | -90.3% |
| 1Y | -90.9% | +209.2% | -300.1% | -93.9% |
| 3Y | +35.9% | +208.4% | -172.5% | -15.2% |
| 5Y | -84.1% | -11.9% | -72.2% | -87.5% |
| All | -88.1% | -79.6% | -8.5% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling