-10.1%
DIS vs ADI
+50.9%
-61.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.9% |
| 7D | -2.6% | +0.4% | -3.0% | -2.6% |
| 30D | +3.5% | -3.8% | +7.3% | +3.8% |
| 3M | +6.8% | -15.3% | +22.1% | +8.7% |
| 6M | +3.0% | +6.7% | -3.7% | -1.7% |
| YTD | -6.7% | +34.8% | -41.5% | -16.6% |
| 1Y | -10.1% | +49.0% | -59.1% | -22.2% |
| All | -10.1% | +50.9% | -61.0% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 1y: compounded portfolio wealth divided by compounded ADI 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…
1y analysis · Full analysis span regression · 6 months rolling