+446.2%
APP vs ACN
+1.7%
+444.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.3% | +30.7% | +30.8% |
| 7D | +39.7% | +7.3% | +32.4% | +33.6% |
| 30D | +27.7% | +38.2% | -10.5% | +3.6% |
| 3M | -14.8% | +56.6% | -71.3% | -37.9% |
| 6M | -25.5% | +51.1% | -76.6% | -46.2% |
| YTD | -47.2% | +1.7% | -48.8% | -48.5% |
| 1Y | -42.3% | +10.1% | -52.4% | -48.0% |
| 3Y | +806.8% | -10.3% | +817.1% | +810.6% |
| 5Y | +261.6% | -21.4% | +283.1% | +302.5% |
| All | +446.2% | +1.7% | +444.4% | +418.0% |
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 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