-31.2%
DIS vs ACGL
+174.7%
-205.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +5.7% | +6.4% | -0.7% | +3.9% |
| 30D | +12.7% | +16.6% | -3.9% | +8.1% |
| 3M | +15.2% | +11.6% | +3.6% | +11.8% |
| 6M | +17.6% | +17.5% | +0.1% | +12.4% |
| YTD | +3.8% | +15.3% | -11.5% | -0.5% |
| 1Y | +6.8% | +26.3% | -19.5% | -0.2% |
| 3Y | +42.1% | +35.9% | +6.2% | +28.5% |
| 5Y | -31.2% | +168.2% | -199.3% | -55.9% |
| All | -31.2% | +174.7% | -205.9% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling