-40.5%
EOSE vs AVAV
-40.1%
-0.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.4% | +1.9% | -0.9% |
| 7D | +15.0% | -3.2% | +18.1% | +16.7% |
| 30D | +2.5% | -25.6% | +28.0% | +18.2% |
| 3M | -33.7% | -20.2% | -13.5% | -27.3% |
| 6M | -32.7% | -38.1% | +5.3% | -16.3% |
| YTD | -63.8% | -41.8% | -22.0% | -57.9% |
| 1Y | -40.5% | -39.0% | -1.5% | +2.5% |
| All | -40.5% | -40.1% | -0.4% | +2.5% |
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