+24.5%
DIS vs AAOX
-92.4%
+116.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.9% | -6.9% | +2.2% |
| 7D | +5.3% | -35.9% | +41.2% | +4.7% |
| 30D | +10.2% | -81.6% | +91.8% | +7.6% |
| 3M | +13.5% | -90.3% | +103.9% | +10.4% |
| 6M | +11.1% | -95.7% | +106.8% | +8.9% |
| All | +24.5% | -92.4% | +116.9% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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