+481.3%
DIS vs ACN
+2,419.8%
-1,938.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.6% |
| 7D | +4.4% | +1.6% | +2.9% | +3.7% |
| 30D | +10.3% | +24.6% | -14.3% | +0.2% |
| 3M | +15.5% | +46.2% | -30.7% | -3.4% |
| 6M | +11.2% | +46.2% | -35.0% | -9.3% |
| YTD | +5.6% | -0.9% | +6.5% | +0.7% |
| 1Y | +7.7% | +8.8% | -1.0% | -1.6% |
| 3Y | +39.3% | -14.3% | +53.6% | +38.2% |
| 5Y | -29.5% | -22.6% | -6.9% | -27.7% |
| 10Y | +36.3% | +153.7% | -117.5% | -16.9% |
| All | +481.3% | +2,419.8% | -1,938.5% | +28.0% |
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