+13,621.7%
APH vs ACN
+2,476.0%
+11,145.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.8% | -10.0% | -7.7% |
| 7D | -2.4% | +8.6% | -11.0% | -5.9% |
| 30D | -9.5% | +36.6% | -46.0% | -21.4% |
| 3M | -7.6% | +56.3% | -63.9% | -25.5% |
| 6M | +12.4% | +49.7% | -37.3% | -10.9% |
| YTD | +17.5% | +1.3% | +16.2% | +9.0% |
| 1Y | +16.4% | +11.9% | +4.5% | +2.6% |
| 3Y | +281.6% | -10.6% | +292.2% | +262.3% |
| 5Y | +317.7% | -21.3% | +339.1% | +317.1% |
| 10Y | +967.8% | +166.2% | +801.6% | +510.2% |
| All | +13,621.7% | +2,476.0% | +11,145.7% | +3,104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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