+329.1%
APP vs EOSE
-69.1%
+398.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.8% |
| 7D | -4.4% | +15.0% | -19.3% | -6.3% |
| 30D | -10.0% | +2.5% | -12.5% | -10.9% |
| 3M | -41.4% | -33.7% | -7.7% | -39.3% |
| 6M | -41.0% | -32.7% | -8.3% | -40.4% |
| YTD | -54.7% | -63.8% | +9.1% | -51.3% |
| 1Y | -45.3% | -40.5% | -4.8% | -46.5% |
| 3Y | +624.3% | +50.4% | +573.9% | +451.2% |
| 5Y | +329.1% | -68.6% | +397.7% | +240.9% |
| All | +329.1% | -69.1% | +398.2% | +240.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling