+243.9%
APLD vs EOG
+47.2%
+196.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -1.3% |
| 7D | -6.3% | -2.4% | -4.0% | -4.9% |
| 30D | -29.6% | +2.9% | -32.5% | -31.1% |
| 3M | -42.6% | +7.2% | -49.9% | -45.7% |
| 6M | -59.6% | +18.2% | -77.7% | -65.2% |
| YTD | -32.0% | +48.9% | -80.8% | -53.0% |
| 1Y | -46.9% | +46.7% | -93.6% | -63.2% |
| 3Y | +255.7% | +37.4% | +218.3% | +150.4% |
| All | +243.9% | +47.2% | +196.7% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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