+43.3%
DIS vs AG
+219.8%
-176.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.5% |
| 7D | +5.2% | +6.3% | -1.1% | +4.9% |
| 30D | +11.5% | -8.9% | +20.4% | +11.9% |
| 3M | +11.5% | -12.2% | +23.7% | +11.9% |
| 6M | +8.9% | -28.3% | +37.2% | +10.1% |
| YTD | +3.4% | -8.8% | +12.2% | +2.8% |
| 1Y | +7.2% | +39.4% | -32.2% | +4.5% |
| 3Y | +43.3% | +229.4% | -186.1% | +31.3% |
| All | +43.3% | +219.8% | -176.5% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling