+22.3%
DIS vs ADI
+621.8%
-599.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.0% |
| 7D | -3.5% | +2.6% | -6.2% | -4.5% |
| 30D | +1.0% | -4.6% | +5.6% | +2.6% |
| 3M | +5.7% | -9.5% | +15.2% | +8.4% |
| 6M | +3.3% | +14.8% | -11.6% | -4.7% |
| YTD | -7.7% | +35.8% | -43.5% | -20.8% |
| 1Y | -10.0% | +48.9% | -58.9% | -25.9% |
| 3Y | +31.7% | +115.6% | -83.8% | -10.6% |
| 5Y | -42.2% | +135.1% | -177.3% | -62.9% |
| 10Y | +22.3% | +636.4% | -614.1% | -45.8% |
| All | +22.3% | +621.8% | -599.5% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling