+43.3%
DIS vs ACM
-12.3%
+55.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.2% | +5.4% | -0.1% | +3.7% |
| 30D | +11.5% | +15.1% | -3.7% | +7.0% |
| 3M | +11.5% | -10.5% | +22.0% | +14.8% |
| 6M | +8.9% | -19.7% | +28.6% | +15.7% |
| YTD | +3.4% | -28.8% | +32.2% | +14.3% |
| 1Y | +7.2% | -47.9% | +55.1% | +33.2% |
| 3Y | +43.3% | -12.4% | +55.7% | +44.7% |
| All | +43.3% | -12.3% | +55.6% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling