-0.4%
DIS vs ACI
+25.9%
-26.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -2.6% | +0.2% | -2.7% | -2.6% |
| 30D | +3.5% | +5.9% | -2.4% | +3.2% |
| 3M | +6.8% | -19.8% | +26.6% | +7.7% |
| 6M | +3.0% | -24.7% | +27.7% | +4.1% |
| YTD | -6.7% | -24.4% | +17.7% | -5.8% |
| 1Y | -10.1% | -31.5% | +21.4% | -8.8% |
| 3Y | +33.0% | -38.7% | +71.7% | +35.5% |
| 5Y | -40.0% | -42.8% | +2.8% | -39.3% |
| All | -0.4% | +25.9% | -26.3% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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