+36.3%
DIS vs ACM
+133.7%
-97.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +4.4% | +6.6% | -2.2% | +1.7% |
| 30D | +10.3% | +19.8% | -9.4% | +2.5% |
| 3M | +15.5% | -3.1% | +18.7% | +16.0% |
| 6M | +11.2% | -11.5% | +22.7% | +15.0% |
| YTD | +5.6% | -24.7% | +30.3% | +16.1% |
| 1Y | +7.7% | -45.1% | +52.8% | +35.1% |
| 3Y | +39.3% | -8.9% | +48.2% | +37.6% |
| 5Y | -29.5% | +5.4% | -34.9% | -35.0% |
| 10Y | +36.3% | +131.1% | -94.8% | -9.6% |
| All | +36.3% | +133.7% | -97.4% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling