-19.9%
ACHR vs EOSE
+42.6%
-62.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | -2.3% | +1.8% | -4.1% | -2.8% |
| 30D | -11.3% | -6.8% | -4.4% | -10.6% |
| 3M | +5.3% | -36.3% | +41.6% | +14.4% |
| 6M | -13.2% | -38.8% | +25.5% | -7.4% |
| YTD | -25.8% | -65.5% | +39.7% | -13.4% |
| 1Y | -34.3% | -45.3% | +11.0% | -32.8% |
| 3Y | -19.9% | +44.2% | -64.1% | -45.3% |
| All | -19.9% | +42.6% | -62.5% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 3y: compounded portfolio wealth divided by compounded EOSE 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…
3y analysis · Full analysis span regression · 6 months rolling