-22.5%
DIS vs ACN
-26.4%
+3.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +1.9% | -3.8% | +5.7% | +3.1% |
| 30D | +9.2% | +16.5% | -7.4% | +3.6% |
| 3M | +13.5% | +41.5% | -27.9% | -0.1% |
| 6M | +14.3% | +60.1% | -45.8% | -5.8% |
| YTD | +5.4% | -3.9% | +9.3% | +7.3% |
| 1Y | +12.2% | +4.1% | +8.1% | +9.6% |
| 3Y | +37.2% | -15.9% | +53.0% | +42.6% |
| All | -22.5% | -26.4% | +3.9% | -21.9% |
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 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