-35.9%
APP vs EOG
+24.8%
-60.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +1.9% |
| 7D | +0.9% | +1.3% | -0.4% | +1.6% |
| 30D | -23.3% | +8.2% | -31.4% | -19.4% |
| 3M | -42.6% | +3.8% | -46.5% | -39.9% |
| 6M | -33.6% | +15.3% | -48.9% | -27.6% |
| YTD | -52.4% | +41.7% | -94.1% | -42.9% |
| 1Y | -35.9% | +23.6% | -59.4% | -24.0% |
| All | -35.9% | +24.8% | -60.7% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling