+8.3%
DIS vs ACN
+10.1%
-1.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +3.8% |
| 7D | +9.1% | +8.6% | +0.5% | +8.2% |
| 30D | +14.8% | +36.6% | -21.8% | +11.3% |
| 3M | +21.2% | +56.3% | -35.1% | +15.3% |
| 6M | +18.3% | +49.7% | -31.4% | +13.0% |
| YTD | +5.4% | +1.3% | +4.0% | +8.4% |
| 1Y | +8.3% | +11.9% | -3.7% | +7.2% |
| All | +8.3% | +10.1% | -1.8% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling