+267.6%
DIS vs ACM
+230.8%
+36.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | -2.6% | -3.7% | +1.2% | -1.2% |
| 30D | +3.5% | -11.1% | +14.6% | +7.4% |
| 3M | +6.8% | -8.0% | +14.8% | +9.2% |
| 6M | +3.0% | -29.7% | +32.6% | +15.5% |
| YTD | -6.7% | -29.4% | +22.6% | +4.1% |
| 1Y | -10.1% | -46.4% | +36.4% | +10.5% |
| 3Y | +33.0% | -22.3% | +55.4% | +40.8% |
| 5Y | -40.0% | +4.5% | -44.5% | -43.2% |
| 10Y | +21.1% | +127.6% | -106.6% | -18.0% |
| All | +267.6% | +230.8% | +36.8% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling