+31.9%
DIS vs ACM
+132.6%
-100.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.4% |
| 7D | +1.9% | +5.6% | -3.7% | -0.4% |
| 30D | +9.2% | +20.8% | -11.7% | +0.9% |
| 3M | +13.5% | +11.4% | +2.1% | +8.0% |
| 6M | +14.3% | +0.9% | +13.3% | +12.3% |
| YTD | +5.4% | -24.8% | +30.2% | +16.2% |
| 1Y | +12.2% | -46.4% | +58.6% | +43.0% |
| 3Y | +37.2% | -9.2% | +46.4% | +35.6% |
| 5Y | -23.1% | +5.0% | -28.1% | -29.3% |
| All | +31.9% | +132.6% | -100.7% | -14.2% |
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