+1,635.0%
DIS vs ADM
+1,573.2%
+61.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | +5.7% | -7.5% | +13.2% | +8.0% |
| 30D | +12.7% | -14.3% | +27.0% | +17.7% |
| 3M | +15.2% | -8.6% | +23.8% | +17.7% |
| 6M | +17.6% | -9.9% | +27.4% | +20.0% |
| YTD | +3.8% | +25.1% | -21.3% | -4.7% |
| 1Y | +6.8% | +28.8% | -22.1% | -3.0% |
| 3Y | +42.1% | +6.9% | +35.3% | +32.5% |
| 5Y | -31.2% | +25.9% | -57.0% | -40.1% |
| 10Y | +37.6% | +101.7% | -64.1% | +1.8% |
| All | +1,635.0% | +1,573.2% | +61.8% | +540.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling