+84.6%
ACN vs APTV
-18.0%
+102.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.0% |
| 7D | -6.3% | -1.2% | -5.2% | -6.0% |
| 30D | -1.4% | -10.6% | +9.3% | +1.7% |
| 3M | +2.6% | -35.0% | +37.6% | +14.6% |
| 6M | -14.3% | -38.9% | +24.6% | -3.6% |
| YTD | -33.1% | -41.5% | +8.4% | -24.1% |
| 1Y | -28.8% | -45.8% | +17.0% | -17.4% |
| 3Y | -43.0% | -55.7% | +12.8% | -32.3% |
| 5Y | -44.0% | -70.1% | +26.1% | -27.2% |
| All | +84.6% | -18.0% | +102.6% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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