+252.4%
APP vs ACN
-24.2%
+276.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +3.4% |
| 7D | +48.9% | -4.0% | +53.0% | +52.2% |
| 30D | +49.4% | +19.0% | +30.4% | +32.9% |
| 3M | +27.0% | +42.2% | -15.2% | -1.5% |
| 6M | -15.4% | +50.1% | -65.5% | -38.9% |
| YTD | -39.9% | -2.7% | -37.2% | -39.9% |
| 1Y | -32.0% | +7.6% | -39.5% | -38.2% |
| 3Y | +824.3% | -15.9% | +840.2% | +872.8% |
| 5Y | +252.4% | -24.4% | +276.8% | +285.0% |
| All | +252.4% | -24.2% | +276.7% | +285.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling