+101.4%
APA vs EOSE
-42.0%
+143.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.4% |
| 7D | +4.6% | +1.8% | +2.8% | +4.7% |
| 30D | +11.9% | -6.8% | +18.7% | +11.9% |
| 3M | +22.5% | -36.3% | +58.8% | +21.5% |
| 6M | +37.5% | -38.8% | +76.3% | +37.3% |
| YTD | +87.2% | -65.5% | +152.7% | +86.6% |
| 1Y | +101.4% | -45.3% | +146.7% | +101.1% |
| All | +101.4% | -42.0% | +143.4% | +101.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling