-10.1%
DIS vs AG
+125.2%
-135.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -1.6% |
| 7D | -2.6% | +1.0% | -3.6% | -2.7% |
| 30D | +3.5% | +19.2% | -15.7% | +2.3% |
| 3M | +6.8% | +6.2% | +0.7% | +6.0% |
| 6M | +3.0% | -26.7% | +29.7% | +3.7% |
| YTD | -6.7% | +26.1% | -32.8% | -8.3% |
| 1Y | -10.1% | +131.7% | -141.7% | -12.8% |
| All | -10.1% | +125.2% | -135.3% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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