+27.9%
APD vs EOSE
-82.0%
+109.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.0% | +9.4% | +0.7% |
| 7D | +2.2% | -3.7% | +5.9% | +2.2% |
| 30D | +9.4% | -22.0% | +31.4% | +10.1% |
| 3M | +4.7% | -57.3% | +62.0% | +7.3% |
| 6M | +5.5% | -77.7% | +83.1% | +10.2% |
| YTD | +31.4% | -84.2% | +115.6% | +37.4% |
| 1Y | +24.1% | -89.5% | +113.6% | +31.6% |
| 3Y | +28.8% | +41.4% | -12.6% | +15.1% |
| 5Y | +15.8% | -83.0% | +98.8% | +1.3% |
| All | +27.9% | -82.0% | +109.8% | +16.9% |
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