-15.4%
APP vs EOSE
-74.7%
+59.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +14.4% | -12.0% | +1.1% |
| 7D | +48.9% | -7.0% | +56.0% | +49.1% |
| 30D | +49.4% | -16.7% | +66.2% | +50.1% |
| 3M | +27.0% | -53.1% | +80.1% | +33.8% |
| 6M | -15.4% | -76.8% | +61.4% | -5.5% |
| All | -15.4% | -74.7% | +59.3% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling