+752.4%
DIS vs ACGL
+5,010.0%
-4,257.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.4% |
| 7D | +9.1% | +8.0% | +1.1% | +6.8% |
| 30D | +14.8% | +17.3% | -2.5% | +9.8% |
| 3M | +21.2% | +11.2% | +9.9% | +17.5% |
| 6M | +18.3% | +18.2% | +0.1% | +12.7% |
| YTD | +5.4% | +15.4% | -10.0% | +0.8% |
| 1Y | +8.3% | +26.5% | -18.3% | +0.9% |
| 3Y | +44.2% | +36.1% | +8.2% | +29.8% |
| 5Y | -28.0% | +175.9% | -203.9% | -47.7% |
| 10Y | +39.6% | +352.4% | -312.8% | -12.2% |
| All | +752.4% | +5,010.0% | -4,257.6% | +283.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling