-19.8%
APP vs ACN
+46.5%
-66.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.3% | -2.6% |
| 7D | +10.6% | -5.7% | +16.3% | +11.2% |
| 30D | +44.6% | +17.0% | +27.5% | +40.6% |
| 3M | +29.6% | +39.9% | -10.3% | +22.3% |
| 6M | -19.8% | +50.2% | -70.0% | -23.0% |
| All | -19.8% | +46.5% | -66.3% | -23.0% |
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 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