+156.3%
ACN vs APD
+192.6%
-36.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -3.3% |
| 7D | -2.5% | -1.6% | -1.0% | -1.9% |
| 30D | +22.6% | +10.6% | +12.0% | +17.4% |
| 3M | +45.9% | +2.5% | +43.4% | +44.0% |
| 6M | +43.8% | +6.0% | +37.9% | +39.1% |
| YTD | -2.5% | +28.4% | -30.9% | -14.6% |
| 1Y | +6.5% | +22.2% | -15.7% | -4.9% |
| 3Y | -14.2% | +26.6% | -40.7% | -27.5% |
| 5Y | -24.4% | +11.8% | -36.2% | -33.6% |
| 10Y | +156.3% | +187.8% | -31.5% | +22.1% |
| All | +156.3% | +192.6% | -36.2% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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