-31.9%
DIS vs ACN
-23.1%
-8.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | +5.2% | +0.9% | +4.4% | +4.9% |
| 30D | +11.5% | +33.5% | -22.1% | +1.3% |
| 3M | +11.5% | +53.5% | -41.9% | -4.4% |
| 6M | +8.9% | +52.2% | -43.4% | -7.9% |
| YTD | +3.4% | -0.1% | +3.5% | +4.1% |
| 1Y | +7.2% | +11.0% | -3.9% | +2.2% |
| 3Y | +43.3% | -11.8% | +55.1% | +46.3% |
| All | -31.9% | -23.1% | -8.8% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling