+166.2%
EOG vs APTV
-69.3%
+235.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | +1.5% | -5.0% | +6.5% | +2.3% |
| 30D | +2.9% | -6.1% | +9.0% | +3.9% |
| 3M | +8.7% | -33.0% | +41.7% | +15.8% |
| 6M | +12.9% | -35.2% | +48.1% | +20.3% |
| YTD | +43.8% | -40.1% | +84.0% | +55.2% |
| 1Y | +27.1% | -45.6% | +72.7% | +39.8% |
| 3Y | +25.9% | -54.4% | +80.3% | +40.1% |
| All | +166.2% | -69.3% | +235.5% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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