-39.5%
ACN vs APD
+9.1%
-48.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.1% |
| 7D | -1.5% | -2.2% | +0.7% | -1.2% |
| 30D | +9.4% | +2.1% | +7.3% | +9.0% |
| 3M | +5.6% | +7.2% | -1.5% | +4.5% |
| 6M | -9.3% | +11.2% | -20.5% | -11.3% |
| YTD | -29.0% | +24.4% | -53.4% | -32.4% |
| 1Y | -24.7% | +6.7% | -31.3% | -25.8% |
| All | -39.5% | +9.1% | -48.7% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling