+520.8%
APP vs EOSE
-87.2%
+608.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +14.4% | -12.0% | +0.4% |
| 7D | +48.9% | -7.0% | +56.0% | +49.3% |
| 30D | +49.4% | -16.7% | +66.2% | +51.4% |
| 3M | +27.0% | -53.1% | +80.1% | +37.6% |
| 6M | -15.4% | -76.8% | +61.4% | -0.9% |
| YTD | -39.9% | -82.6% | +42.7% | -29.7% |
| 1Y | -32.0% | -89.3% | +57.3% | -15.5% |
| 3Y | +824.3% | +55.5% | +768.9% | +592.2% |
| 5Y | +252.4% | -81.9% | +334.3% | +199.2% |
| All | +520.8% | -87.2% | +608.1% | +356.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling