-81.3%
EOSE vs AMBA
+11.1%
-92.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.3% | +2.8% | +5.5% |
| 7D | +6.8% | 0.0% | +6.9% | +6.8% |
| 30D | -25.4% | -8.6% | -16.8% | -21.8% |
| 3M | -54.7% | -29.0% | -25.7% | -46.8% |
| 6M | -76.5% | -19.2% | -57.3% | -75.8% |
| YTD | -83.6% | -13.0% | -70.6% | -83.7% |
| 1Y | -89.7% | -31.3% | -58.4% | -88.7% |
| 3Y | +38.7% | +28.1% | +10.6% | +1.3% |
| 5Y | -82.9% | -69.4% | -13.5% | -79.8% |
| All | -81.3% | +11.1% | -92.5% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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