+21.0%
APD vs EOSE
-61.3%
+82.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.9% | -11.8% | -1.4% |
| 7D | -2.2% | +19.0% | -21.2% | -2.9% |
| 30D | +2.1% | +1.6% | +0.5% | +1.9% |
| 3M | +7.2% | -52.0% | +59.2% | +9.5% |
| 6M | +11.2% | -42.5% | +53.8% | +12.2% |
| YTD | +24.4% | -66.1% | +90.5% | +27.0% |
| 1Y | +6.7% | -47.1% | +53.8% | +6.0% |
| 3Y | +9.2% | +0.8% | +8.5% | 0.0% |
| 5Y | +27.4% | -71.7% | +99.0% | +8.9% |
| All | +21.0% | -61.3% | +82.4% | +8.1% |
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 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