-55.4%
APP vs EOSE
-85.5%
+30.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +12.6% | -1.9% | +9.0% |
| 7D | +4.5% | +9.7% | -5.2% | +3.3% |
| 30D | -3.6% | -34.6% | +30.9% | +0.3% |
| 3M | -35.3% | -50.8% | +15.6% | -31.0% |
| 6M | -42.8% | -66.5% | +23.7% | -37.7% |
| YTD | -59.7% | -81.3% | +21.7% | -52.6% |
| 1Y | -55.4% | -84.8% | +29.5% | -45.9% |
| All | -55.4% | -85.5% | +30.1% | -45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling