+36.6%
DIS vs ACN
+159.3%
-122.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +3.0% |
| 7D | +5.3% | -2.5% | +7.8% | +6.4% |
| 30D | +10.2% | +22.6% | -12.4% | +0.4% |
| 3M | +13.5% | +45.9% | -32.4% | -6.0% |
| 6M | +11.1% | +43.8% | -32.7% | -9.6% |
| YTD | +5.5% | -2.5% | +8.0% | +3.6% |
| 1Y | +9.1% | +6.5% | +2.6% | +1.8% |
| 3Y | +36.0% | -14.2% | +50.2% | +37.5% |
| 5Y | -29.8% | -24.4% | -5.4% | -25.5% |
| 10Y | +36.6% | +156.3% | -119.7% | -21.2% |
| All | +36.6% | +159.3% | -122.6% | -21.2% |
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 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