+22.0%
DIS vs ADM
+159.6%
-137.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.6% | +3.8% | -6.3% | -3.8% |
| 30D | +3.5% | +9.8% | -6.3% | +0.1% |
| 3M | +6.8% | +2.1% | +4.7% | +5.5% |
| 6M | +3.0% | +27.5% | -24.5% | -6.7% |
| YTD | -6.7% | +50.2% | -56.9% | -20.6% |
| 1Y | -10.1% | +40.6% | -50.7% | -21.9% |
| 3Y | +33.0% | +17.2% | +15.8% | +20.5% |
| 5Y | -40.0% | +61.9% | -101.9% | -55.8% |
| All | +22.0% | +159.6% | -137.7% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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