+31.0%
DIS vs ACN
+147.7%
-116.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | +0.9% | -5.7% | +6.6% | +3.4% |
| 30D | +8.9% | +17.0% | -8.2% | +1.2% |
| 3M | +14.5% | +39.9% | -25.3% | -3.3% |
| 6M | +12.2% | +50.2% | -38.0% | -10.9% |
| YTD | +4.7% | -4.2% | +8.9% | +3.6% |
| 1Y | +2.8% | +4.3% | -1.5% | -3.2% |
| 3Y | +38.1% | -17.1% | +55.2% | +42.2% |
| 5Y | -23.6% | -26.5% | +2.9% | -17.7% |
| All | +31.0% | +147.7% | -116.7% | -25.6% |
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