+2,368.0%
ACN vs APA
+233.4%
+2,134.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -2.5% | -8.7% | +6.2% | -1.0% |
| 30D | +22.6% | -2.4% | +25.1% | +22.9% |
| 3M | +45.9% | +19.0% | +26.9% | +40.8% |
| 6M | +43.8% | +26.8% | +17.0% | +36.7% |
| YTD | -2.5% | +87.3% | -89.8% | -14.5% |
| 1Y | +6.5% | +92.3% | -85.8% | -7.2% |
| 3Y | -14.2% | +37.3% | -51.4% | -23.3% |
| 5Y | -24.4% | +73.2% | -97.6% | -38.3% |
| 10Y | +156.3% | -0.9% | +157.2% | +90.4% |
| All | +2,368.0% | +233.4% | +2,134.6% | +996.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling