+503.8%
APP vs EOSE
-88.4%
+592.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.0% | +6.3% | -1.5% |
| 7D | +10.6% | -3.7% | +14.3% | +10.8% |
| 30D | +44.6% | -22.0% | +66.6% | +47.7% |
| 3M | +29.6% | -57.3% | +86.9% | +42.2% |
| 6M | -19.8% | -77.7% | +57.9% | -5.6% |
| YTD | -41.6% | -84.2% | +42.6% | -30.8% |
| 1Y | -32.7% | -89.5% | +56.8% | -16.1% |
| 3Y | +799.0% | +41.4% | +757.6% | +581.6% |
| 5Y | +250.4% | -83.0% | +333.4% | +199.9% |
| All | +503.8% | -88.4% | +592.2% | +349.8% |
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