+31.9%
DIS vs AG
+76.0%
-44.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +0.8% |
| 7D | +1.9% | -10.0% | +11.9% | +2.7% |
| 30D | +9.2% | -10.5% | +19.6% | +10.0% |
| 3M | +13.5% | -27.3% | +40.8% | +15.9% |
| 6M | +14.3% | -43.0% | +57.3% | +18.4% |
| YTD | +5.4% | -17.9% | +23.3% | +5.1% |
| 1Y | +12.2% | +11.9% | +0.2% | +8.9% |
| 3Y | +37.2% | +201.8% | -164.6% | +18.4% |
| 5Y | -23.1% | -0.1% | -23.1% | -29.0% |
| All | +31.9% | +76.0% | -44.1% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling