+22.0%
DIS vs AA
+113.3%
-91.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.3% |
| 7D | -2.6% | -0.7% | -1.9% | -2.5% |
| 30D | +3.5% | +5.0% | -1.5% | +2.2% |
| 3M | +6.8% | -35.8% | +42.6% | +15.5% |
| 6M | +3.0% | -18.4% | +21.4% | +5.0% |
| YTD | -6.7% | -5.5% | -1.2% | -8.3% |
| 1Y | -10.1% | +61.0% | -71.0% | -21.7% |
| 3Y | +33.0% | +66.2% | -33.2% | +9.4% |
| 5Y | -40.0% | +11.4% | -51.4% | -49.5% |
| All | +22.0% | +113.3% | -91.3% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling