+36.3%
DIS vs ACGL
+332.0%
-295.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.3% |
| 7D | +4.4% | +1.3% | +3.2% | +3.9% |
| 30D | +10.3% | +14.2% | -3.9% | +4.4% |
| 3M | +15.5% | +11.1% | +4.5% | +10.5% |
| 6M | +11.2% | +16.4% | -5.1% | +4.0% |
| YTD | +5.6% | +13.8% | -8.2% | -0.7% |
| 1Y | +7.7% | +21.6% | -13.8% | -1.5% |
| 3Y | +39.3% | +33.5% | +5.8% | +19.0% |
| 5Y | -29.5% | +174.8% | -204.4% | -59.1% |
| 10Y | +36.3% | +330.4% | -294.1% | -39.1% |
| All | +36.3% | +332.0% | -295.8% | -39.1% |
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