+190.1%
APLD vs EOG
+26.6%
+163.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.5% | +8.2% | +9.5% |
| 7D | -12.7% | -11.1% | -1.6% | -11.4% |
| 30D | -34.7% | +2.7% | -37.4% | -35.1% |
| 3M | -46.1% | +8.8% | -54.9% | -47.3% |
| 6M | -64.9% | +10.8% | -75.6% | -66.3% |
| YTD | -36.6% | +44.6% | -81.2% | -49.7% |
| 1Y | -50.0% | +44.6% | -94.6% | -60.5% |
| 3Y | +190.1% | +29.5% | +160.6% | +119.7% |
| All | +190.1% | +26.6% | +163.5% | +119.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling