+174.0%
EOG vs APD
+26.2%
+147.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -2.0% | -2.5% | +0.5% | -1.3% |
| 30D | +7.9% | -1.9% | +9.8% | +8.4% |
| 3M | +4.5% | +8.2% | -3.7% | +1.8% |
| 6M | +12.3% | +10.7% | +1.6% | +8.5% |
| YTD | +41.9% | +22.9% | +19.0% | +32.5% |
| 1Y | +27.8% | +5.8% | +22.1% | +24.7% |
| 3Y | +21.8% | +7.8% | +14.0% | +16.7% |
| 5Y | +174.0% | +26.1% | +147.9% | +139.0% |
| All | +174.0% | +26.2% | +147.8% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 5y: compounded portfolio wealth divided by compounded APD 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…
5y analysis · Full analysis span regression · 6 months rolling