-23.1%
ACN vs APTV
-44.8%
+21.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.4% |
| 7D | -1.5% | -5.0% | +3.5% | -1.1% |
| 30D | +2.1% | -6.1% | +8.2% | +2.5% |
| 3M | +11.1% | -33.0% | +44.1% | +14.9% |
| 6M | -6.8% | -35.2% | +28.4% | -3.1% |
| YTD | -30.0% | -40.1% | +10.1% | -26.3% |
| 1Y | -23.1% | -45.6% | +22.5% | -17.6% |
| All | -23.1% | -44.8% | +21.7% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling