+1,628.0%
DIS vs AA
+213.5%
+1,414.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.2% |
| 7D | +5.2% | +0.9% | +4.3% | +5.0% |
| 30D | +11.5% | -6.7% | +18.1% | +13.3% |
| 3M | +11.5% | -16.3% | +27.9% | +15.9% |
| 6M | +8.9% | -37.1% | +46.0% | +20.2% |
| YTD | +3.4% | -25.0% | +28.4% | +6.9% |
| 1Y | +7.2% | +8.6% | -1.4% | -0.1% |
| 3Y | +43.3% | +57.2% | -13.9% | +12.6% |
| 5Y | -31.4% | -13.0% | -18.4% | -41.7% |
| 10Y | +37.1% | +65.5% | -28.5% | -22.2% |
| All | +1,628.0% | +213.5% | +1,414.6% | +469.0% |
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