+2,427.5%
ACN vs APD
+1,152.9%
+1,274.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.0% |
| 7D | +0.9% | -3.7% | +4.5% | +2.7% |
| 30D | +33.5% | +9.6% | +23.9% | +27.9% |
| 3M | +53.5% | +1.6% | +51.8% | +51.9% |
| 6M | +52.2% | +2.2% | +50.1% | +49.3% |
| YTD | -0.1% | +25.9% | -26.0% | -12.4% |
| 1Y | +11.0% | +20.1% | -9.1% | -0.8% |
| 3Y | -11.8% | +12.4% | -24.2% | -21.9% |
| 5Y | -22.8% | +11.1% | -33.9% | -32.3% |
| 10Y | +162.4% | +190.1% | -27.7% | +35.3% |
| All | +2,427.5% | +1,152.9% | +1,274.6% | +378.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling