-84.8%
EOSE vs AVAV
-68.0%
-16.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -8.3% | +21.0% | +16.2% |
| 7D | +9.7% | -10.1% | +19.8% | +14.2% |
| 30D | -34.6% | -18.7% | -15.8% | -28.5% |
| 3M | -50.8% | -33.0% | -17.8% | -41.7% |
| 6M | -66.5% | -37.2% | -29.3% | -59.7% |
| YTD | -81.3% | -53.2% | -28.1% | -77.0% |
| 1Y | -84.8% | -69.0% | -15.8% | -72.0% |
| All | -84.8% | -68.0% | -16.8% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 1y: compounded portfolio wealth divided by compounded AVAV 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…
1y analysis · Full analysis span regression · 6 months rolling