+462.2%
APA vs EOSE
-61.3%
+523.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.9% | -14.0% | -3.8% |
| 7D | +0.5% | +19.0% | -18.5% | -0.5% |
| 30D | +23.4% | +1.6% | +21.8% | +23.0% |
| 3M | +12.7% | -52.0% | +64.7% | +16.4% |
| 6M | +39.4% | -42.5% | +81.9% | +40.7% |
| YTD | +79.0% | -66.1% | +145.1% | +84.2% |
| 1Y | +88.8% | -47.1% | +136.0% | +85.6% |
| 3Y | +6.4% | +0.8% | +5.6% | -8.9% |
| 5Y | +153.0% | -71.7% | +224.6% | +110.9% |
| All | +462.2% | -61.3% | +523.5% | +377.5% |
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