+1,458.7%
DIS vs AA
+295.2%
+1,163.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.2% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | +3.5% | +5.0% | -1.5% | +1.8% |
| 3M | +6.8% | -35.8% | +42.6% | +18.4% |
| 6M | +3.0% | -18.4% | +21.4% | +5.7% |
| YTD | -6.7% | -5.5% | -1.2% | -8.8% |
| 1Y | -10.1% | +61.0% | -71.0% | -24.9% |
| 3Y | +33.0% | +66.2% | -33.2% | +3.0% |
| 5Y | -40.0% | +11.4% | -51.4% | -52.4% |
| 10Y | +21.1% | +116.9% | -95.8% | -36.1% |
| All | +1,458.7% | +295.2% | +1,163.6% | +385.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling