-23.6%
DIS vs AA
-16.1%
-7.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.9% |
| 7D | +0.9% | +5.3% | -4.4% | -0.1% |
| 30D | +8.9% | -2.3% | +11.1% | +9.1% |
| 3M | +14.5% | -20.8% | +35.4% | +18.7% |
| 6M | +12.2% | -39.8% | +52.0% | +20.9% |
| YTD | +4.7% | -23.3% | +28.0% | +6.2% |
| 1Y | +2.8% | +1.8% | +1.0% | -1.7% |
| 3Y | +38.1% | +69.5% | -31.4% | +12.1% |
| 5Y | -23.6% | -18.0% | -5.6% | -32.6% |
| All | -23.6% | -16.1% | -7.6% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling