-36.7%
AVTR vs EOSE
-60.6%
+23.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -1.1% | +1.8% | -2.9% | -1.2% |
| 30D | +6.3% | -6.8% | +13.2% | +6.5% |
| 3M | +53.3% | -36.3% | +89.6% | +55.7% |
| 6M | +78.6% | -38.8% | +117.4% | +80.2% |
| YTD | +29.2% | -65.5% | +94.8% | +33.0% |
| 1Y | +13.8% | -45.3% | +59.1% | +13.7% |
| 3Y | -27.4% | +44.2% | -71.6% | -34.3% |
| 5Y | -65.0% | -69.5% | +4.5% | -69.0% |
| All | -36.7% | -60.6% | +23.9% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling