+413.5%
DIS vs ACN
+1,705.6%
-1,292.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -0.3% |
| 7D | -2.6% | -1.5% | -1.1% | -2.0% |
| 30D | +3.5% | +9.4% | -5.9% | -0.6% |
| 3M | +6.8% | +5.6% | +1.2% | +2.1% |
| 6M | +3.0% | -9.3% | +12.2% | +4.1% |
| YTD | -6.7% | -29.0% | +22.2% | +4.1% |
| 1Y | -10.1% | -24.7% | +14.6% | -2.6% |
| 3Y | +33.0% | -39.8% | +72.9% | +55.6% |
| 5Y | -40.0% | -40.9% | +0.9% | -30.0% |
| 10Y | +21.1% | +91.1% | -70.1% | -15.4% |
| All | +413.5% | +1,705.6% | -1,292.1% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling