+1,635.0%
DIS vs AA
+204.6%
+1,430.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.9% | -0.1% |
| 7D | +5.7% | -3.7% | +9.4% | +6.7% |
| 30D | +12.7% | -10.8% | +23.5% | +15.8% |
| 3M | +15.2% | -19.1% | +34.3% | +20.8% |
| 6M | +17.6% | -38.7% | +56.3% | +30.6% |
| YTD | +3.8% | -27.1% | +31.0% | +8.2% |
| 1Y | +6.8% | +8.3% | -1.5% | -0.4% |
| 3Y | +42.1% | +49.6% | -7.4% | +13.2% |
| 5Y | -31.2% | -15.5% | -15.7% | -41.0% |
| 10Y | +37.6% | +60.9% | -23.2% | -21.3% |
| All | +1,635.0% | +204.6% | +1,430.4% | +475.7% |
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