+33.8%
DIS vs ACGL
+34.2%
-0.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | -2.6% | -0.7% | -1.8% | -2.4% |
| 30D | +3.5% | -1.0% | +4.5% | +3.7% |
| 3M | +6.8% | +11.0% | -4.2% | +4.7% |
| 6M | +3.0% | -0.3% | +3.3% | +3.0% |
| YTD | -6.7% | +2.3% | -9.0% | -7.3% |
| 1Y | -10.1% | +6.4% | -16.5% | -11.4% |
| All | +33.8% | +34.2% | -0.5% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling