-33.6%
APP vs ACN
-10.0%
-23.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +3.0% |
| 7D | +0.9% | -1.5% | +2.4% | +1.2% |
| 30D | -23.3% | +9.4% | -32.6% | -25.1% |
| 3M | -42.6% | +5.6% | -48.3% | -41.5% |
| 6M | -33.6% | -9.3% | -24.4% | -29.5% |
| All | -33.6% | -10.0% | -23.6% | -29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling