-41.9%
ACN vs APA
+9.3%
-51.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -4.3% |
| 7D | -4.8% | -1.7% | -3.1% | -4.7% |
| 30D | +1.9% | +15.7% | -13.8% | +0.4% |
| 3M | +3.9% | +16.5% | -12.6% | +2.1% |
| 6M | -15.0% | +35.1% | -50.1% | -17.9% |
| YTD | -31.9% | +82.2% | -114.1% | -36.0% |
| 1Y | -28.5% | +102.5% | -131.0% | -33.5% |
| 3Y | -41.9% | +10.3% | -52.2% | -48.2% |
| All | -41.9% | +9.3% | -51.2% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling