+7,998.0%
EOG vs APD
+6,342.2%
+1,655.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | -2.4% | -0.2% | -2.1% | -2.3% |
| 30D | +2.9% | +11.0% | -8.1% | -1.7% |
| 3M | +7.2% | +1.3% | +5.9% | +6.4% |
| 6M | +18.2% | +6.4% | +11.8% | +14.0% |
| YTD | +48.9% | +28.9% | +19.9% | +31.3% |
| 1Y | +46.7% | +23.2% | +23.5% | +31.6% |
| 3Y | +37.4% | +26.3% | +11.1% | +18.2% |
| 5Y | +103.9% | +12.0% | +91.9% | +81.0% |
| 10Y | +127.0% | +183.2% | -56.2% | +34.0% |
| All | +7,998.0% | +6,342.2% | +1,655.9% | +2,232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling