+391.7%
APP vs ACN
-28.9%
+420.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +4.4% |
| 7D | +0.9% | -1.5% | +2.4% | +1.7% |
| 30D | -23.3% | +9.4% | -32.6% | -28.3% |
| 3M | -42.6% | +5.6% | -48.3% | -46.4% |
| 6M | -33.6% | -9.3% | -24.4% | -30.8% |
| YTD | -52.4% | -29.0% | -23.5% | -40.5% |
| 1Y | -35.9% | -24.7% | -11.2% | -25.1% |
| 3Y | +642.2% | -39.8% | +682.0% | +900.1% |
| 5Y | +311.1% | -40.9% | +352.0% | +446.1% |
| All | +391.7% | -28.9% | +420.6% | +498.2% |
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