-44.8%
ACHR vs EOSE
-71.5%
+26.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.5% | -2.2% | -5.0% |
| 7D | -2.7% | +15.0% | -17.6% | -5.5% |
| 30D | -12.1% | +2.5% | -14.6% | -13.1% |
| 3M | +3.4% | -33.7% | +37.1% | +10.1% |
| 6M | -15.6% | -32.7% | +17.1% | -12.5% |
| YTD | -26.9% | -63.8% | +36.9% | -17.6% |
| 1Y | -34.8% | -40.5% | +5.8% | -34.1% |
| 3Y | -19.2% | +50.4% | -69.6% | -39.3% |
| 5Y | -43.8% | -68.6% | +24.8% | -59.1% |
| All | -44.8% | -71.5% | +26.7% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling