+1,697.2%
ACN vs APD
+1,138.2%
+559.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.8% |
| 7D | -1.5% | -2.2% | +0.7% | -0.5% |
| 30D | +9.4% | +2.1% | +7.3% | +8.2% |
| 3M | +5.6% | +7.2% | -1.5% | +1.8% |
| 6M | -9.3% | +11.2% | -20.5% | -14.9% |
| YTD | -29.0% | +24.4% | -53.4% | -37.3% |
| 1Y | -24.7% | +6.7% | -31.3% | -28.7% |
| 3Y | -39.8% | +9.2% | -49.1% | -45.9% |
| 5Y | -40.9% | +27.4% | -68.3% | -51.8% |
| 10Y | +91.1% | +164.8% | -73.7% | +3.4% |
| All | +1,697.2% | +1,138.2% | +559.0% | +242.7% |
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