+34.2%
DIS vs ACN
+160.5%
-126.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.4% |
| 7D | +5.2% | +0.9% | +4.4% | +4.8% |
| 30D | +11.5% | +33.5% | -22.1% | -2.2% |
| 3M | +11.5% | +53.5% | -41.9% | -9.7% |
| 6M | +8.9% | +52.2% | -43.4% | -13.7% |
| YTD | +3.4% | -0.1% | +3.5% | +0.6% |
| 1Y | +7.2% | +11.0% | -3.9% | -2.0% |
| 3Y | +43.3% | -11.8% | +55.1% | +43.0% |
| 5Y | -31.4% | -22.8% | -8.6% | -27.8% |
| All | +34.2% | +160.5% | -126.3% | -22.9% |
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