+53.4%
EOSE vs AVAV
-1.1%
+54.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.9% | -6.2% | -7.9% |
| 7D | -3.7% | +18.4% | -22.1% | -10.6% |
| 30D | -22.0% | -4.9% | -17.0% | -20.6% |
| 3M | -57.3% | -37.7% | -19.7% | -48.4% |
| 6M | -77.7% | -28.4% | -49.2% | -75.0% |
| YTD | -84.2% | -50.0% | -34.2% | -80.2% |
| 1Y | -89.5% | -62.6% | -26.9% | -85.2% |
| All | +53.4% | -1.1% | +54.5% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling