+220.6%
APLD vs EOG
+43.0%
+177.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.5% | +8.2% | +8.9% |
| 7D | -12.7% | -11.1% | -1.6% | -6.9% |
| 30D | -34.7% | +2.7% | -37.4% | -36.1% |
| 3M | -46.1% | +8.8% | -54.9% | -49.6% |
| 6M | -64.9% | +10.8% | -75.6% | -68.5% |
| YTD | -36.6% | +44.6% | -81.2% | -55.5% |
| 1Y | -50.0% | +44.6% | -94.6% | -65.2% |
| 3Y | +190.1% | +29.5% | +160.6% | +113.2% |
| All | +220.6% | +43.0% | +177.7% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling