+309.1%
DIS vs ACM
+233.2%
+75.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.7% |
| 7D | +5.7% | +5.1% | +0.6% | +3.8% |
| 30D | +12.7% | +11.5% | +1.2% | +8.3% |
| 3M | +15.2% | -10.5% | +25.6% | +19.0% |
| 6M | +17.6% | -20.4% | +37.9% | +25.8% |
| YTD | +3.8% | -28.9% | +32.7% | +15.3% |
| 1Y | +6.8% | -48.7% | +55.5% | +33.3% |
| 3Y | +42.1% | -12.5% | +54.6% | +43.8% |
| 5Y | -31.2% | +0.5% | -31.7% | -34.0% |
| 10Y | +37.6% | +161.2% | -123.6% | -11.2% |
| All | +309.1% | +233.2% | +75.9% | +100.4% |
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