-27.1%
AVTR vs EOSE
+44.0%
-71.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.2% |
| 7D | -2.0% | +14.0% | -16.0% | -2.6% |
| 30D | +8.1% | -5.9% | +14.0% | +8.1% |
| 3M | +54.2% | -34.3% | +88.5% | +56.3% |
| 6M | +82.6% | -37.8% | +120.3% | +84.1% |
| YTD | +29.8% | -65.2% | +95.0% | +33.5% |
| 1Y | +18.0% | -41.9% | +59.9% | +18.3% |
| All | -27.1% | +44.0% | -71.1% | -34.1% |
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