+38.0%
DIS vs ACN
-14.9%
+52.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.2% | +0.7% |
| 7D | +0.6% | -4.0% | +4.6% | +1.4% |
| 30D | +10.3% | +19.0% | -8.7% | +6.5% |
| 3M | +15.6% | +42.2% | -26.6% | +7.0% |
| 6M | +15.1% | +50.1% | -35.0% | +4.4% |
| YTD | +6.0% | -2.7% | +8.7% | +9.3% |
| 1Y | +5.7% | +7.6% | -1.9% | +5.0% |
| All | +38.0% | -14.9% | +52.9% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling