-23.9%
DIS vs ADM
+24.7%
-48.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -2.0% | 0.0% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +10.3% | -11.8% | +22.1% | +12.3% |
| 3M | +15.6% | -11.3% | +26.9% | +17.4% |
| 6M | +15.1% | -10.0% | +25.2% | +16.4% |
| YTD | +6.0% | +25.9% | -19.9% | -0.2% |
| 1Y | +5.7% | +26.7% | -21.0% | -0.7% |
| 3Y | +39.8% | +8.1% | +31.7% | +32.7% |
| 5Y | -23.9% | +23.5% | -47.4% | -29.3% |
| All | -23.9% | +24.7% | -48.6% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling