+1,697.2%
ACN vs APA
+218.5%
+1,478.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.7% |
| 7D | -1.5% | +0.5% | -2.1% | -1.6% |
| 30D | +9.4% | +23.4% | -14.0% | +5.1% |
| 3M | +5.6% | +12.7% | -7.0% | +3.0% |
| 6M | -9.3% | +39.4% | -48.7% | -15.5% |
| YTD | -29.0% | +79.0% | -107.9% | -37.0% |
| 1Y | -24.7% | +88.8% | -113.5% | -34.3% |
| 3Y | -39.8% | +6.4% | -46.2% | -43.5% |
| 5Y | -40.9% | +153.0% | -193.9% | -55.4% |
| 10Y | +91.1% | +7.5% | +83.6% | +38.1% |
| All | +1,697.2% | +218.5% | +1,478.8% | +707.3% |
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