+391.7%
APP vs EOSE
-75.1%
+466.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.9% | -8.6% | +0.8% |
| 7D | +0.9% | +19.0% | -18.1% | -1.7% |
| 30D | -23.3% | +1.6% | -24.8% | -23.9% |
| 3M | -42.6% | -52.0% | +9.3% | -37.8% |
| 6M | -33.6% | -42.5% | +8.9% | -31.4% |
| YTD | -52.4% | -66.1% | +13.7% | -48.2% |
| 1Y | -35.9% | -47.1% | +11.3% | -36.2% |
| 3Y | +642.2% | +0.8% | +641.4% | +493.4% |
| 5Y | +311.1% | -71.7% | +382.7% | +233.2% |
| All | +391.7% | -75.1% | +466.8% | +236.3% |
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