-55.4%
APP vs EOG
+45.9%
-101.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -5.2% | +15.9% | +7.3% |
| 7D | +4.5% | -8.6% | +13.1% | -0.5% |
| 30D | -3.6% | +2.8% | -6.4% | -1.7% |
| 3M | -35.3% | +3.2% | -38.4% | -33.0% |
| 6M | -42.8% | +5.3% | -48.1% | -38.6% |
| YTD | -59.7% | +44.5% | -104.2% | -47.8% |
| 1Y | -55.4% | +44.2% | -99.5% | -41.8% |
| All | -55.4% | +45.9% | -101.3% | -41.8% |
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