-29.8%
DIS vs ACGL
+168.9%
-198.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | +5.3% | -1.1% | +6.4% | +5.6% |
| 30D | +10.2% | +13.1% | -2.9% | +6.6% |
| 3M | +13.5% | +9.8% | +3.8% | +10.7% |
| 6M | +11.1% | +15.3% | -4.1% | +6.8% |
| YTD | +5.5% | +12.7% | -7.2% | +1.7% |
| 1Y | +9.1% | +20.7% | -11.6% | +3.2% |
| 3Y | +36.0% | +34.3% | +1.7% | +23.2% |
| 5Y | -29.8% | +170.6% | -200.4% | -55.9% |
| All | -29.8% | +168.9% | -198.7% | -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