-73.5%
EOSE vs ABCL
-81.3%
+7.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.2% | +12.1% | +11.2% |
| 7D | +19.0% | +0.7% | +18.3% | +18.7% |
| 30D | +1.6% | +93.1% | -91.5% | -19.6% |
| 3M | -52.0% | +79.4% | -131.4% | -61.2% |
| 6M | -42.5% | +214.9% | -257.4% | -60.8% |
| YTD | -66.1% | +234.2% | -300.4% | -77.8% |
| 1Y | -47.1% | +174.8% | -221.9% | -63.6% |
| 3Y | +0.8% | +104.5% | -103.7% | -29.6% |
| 5Y | -71.7% | -39.0% | -32.7% | -76.8% |
| All | -73.5% | -81.3% | +7.7% | -82.2% |
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