+21.2%
DIS vs ACN
+85.2%
-64.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +1.7% |
| 7D | -1.1% | -4.8% | +3.7% | +1.1% |
| 30D | +0.1% | +1.9% | -1.7% | -1.0% |
| 3M | +7.1% | +3.9% | +3.2% | +2.9% |
| 6M | +4.3% | -15.0% | +19.3% | +9.7% |
| YTD | -6.9% | -31.9% | +24.9% | +9.0% |
| 1Y | -10.3% | -28.5% | +18.2% | +1.6% |
| 3Y | +32.8% | -41.9% | +74.7% | +62.6% |
| 5Y | -41.5% | -42.9% | +1.4% | -29.6% |
| 10Y | +21.2% | +88.7% | -67.5% | -16.6% |
| All | +21.2% | +85.2% | -64.0% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling