-36.4%
AVTR vs EOSE
-58.6%
+22.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -2.3% |
| 7D | +1.6% | +15.0% | -13.4% | +0.8% |
| 30D | +8.4% | +2.5% | +5.9% | +8.0% |
| 3M | +50.2% | -33.7% | +83.9% | +52.2% |
| 6M | +82.6% | -32.7% | +115.3% | +83.4% |
| YTD | +29.8% | -63.8% | +93.6% | +33.3% |
| 1Y | +16.0% | -40.5% | +56.5% | +15.4% |
| 3Y | -26.4% | +50.4% | -76.8% | -33.5% |
| 5Y | -64.5% | -68.6% | +4.1% | -68.6% |
| All | -36.4% | -58.6% | +22.2% | -37.2% |
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