+31.9%
DIS vs ACGL
+324.4%
-292.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.9% | +2.2% | -0.3% | +1.0% |
| 30D | +9.2% | +12.3% | -3.1% | +4.0% |
| 3M | +13.5% | +11.8% | +1.7% | +8.3% |
| 6M | +14.3% | +17.5% | -3.2% | +6.5% |
| YTD | +5.4% | +14.3% | -8.9% | -1.0% |
| 1Y | +12.2% | +18.2% | -6.0% | +3.8% |
| 3Y | +37.2% | +33.2% | +4.0% | +17.4% |
| 5Y | -23.1% | +174.3% | -197.5% | -55.3% |
| All | +31.9% | +324.4% | -292.5% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling