+520.8%
APP vs EOG
+169.0%
+351.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.1% |
| 7D | +48.9% | +4.6% | +44.4% | +48.0% |
| 30D | +49.4% | +2.9% | +46.6% | +48.3% |
| 3M | +27.0% | +8.0% | +19.1% | +24.9% |
| 6M | -15.4% | +17.0% | -32.4% | -18.8% |
| YTD | -39.9% | +51.1% | -91.0% | -46.4% |
| 1Y | -32.0% | +45.1% | -77.1% | -38.7% |
| 3Y | +824.3% | +39.4% | +784.9% | +740.7% |
| 5Y | +252.4% | +105.6% | +146.9% | +201.6% |
| All | +520.8% | +169.0% | +351.8% | +398.2% |
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