+88.7%
ACN vs APA
-0.7%
+89.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -4.4% |
| 7D | -4.8% | -1.7% | -3.1% | -4.6% |
| 30D | +1.9% | +15.7% | -13.8% | -0.2% |
| 3M | +3.9% | +16.5% | -12.6% | +1.6% |
| 6M | -15.0% | +35.1% | -50.1% | -18.9% |
| YTD | -31.9% | +82.2% | -114.1% | -37.6% |
| 1Y | -28.5% | +102.5% | -131.0% | -35.7% |
| 3Y | -41.9% | +10.3% | -52.2% | -44.7% |
| 5Y | -42.9% | +166.1% | -209.0% | -53.1% |
| 10Y | +88.7% | -4.9% | +93.6% | +45.1% |
| All | +88.7% | -0.7% | +89.4% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling