+382.3%
APP vs EOSE
-74.4%
+456.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.9% | +6.9% | +3.6% |
| 7D | +0.3% | +14.0% | -13.7% | -1.7% |
| 30D | -1.3% | -5.9% | +4.6% | -1.1% |
| 3M | -36.2% | -34.3% | -1.9% | -33.8% |
| 6M | -34.1% | -37.8% | +3.6% | -32.7% |
| YTD | -53.3% | -65.2% | +11.9% | -49.5% |
| 1Y | -44.5% | -41.9% | -2.6% | -45.6% |
| 3Y | +646.7% | +44.6% | +602.1% | +467.6% |
| 5Y | +306.4% | -69.2% | +375.6% | +224.6% |
| All | +382.3% | -74.4% | +456.8% | +228.2% |
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