+500.0%
APP vs ACN
-0.1%
+500.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.6% | +10.9% |
| 7D | +71.2% | +0.9% | +70.3% | +70.3% |
| 30D | +39.1% | +33.5% | +5.5% | +15.0% |
| 3M | +16.5% | +53.5% | -36.9% | -14.1% |
| 6M | -16.6% | +52.2% | -68.8% | -40.3% |
| YTD | -41.9% | -0.1% | -41.8% | -42.9% |
| 1Y | -37.0% | +11.0% | -48.1% | -44.0% |
| 3Y | +892.4% | -11.8% | +904.2% | +904.4% |
| 5Y | +297.3% | -22.8% | +320.1% | +346.3% |
| All | +500.0% | -0.1% | +500.1% | +474.4% |
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