-23.9%
DIS vs AG
+4.5%
-28.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | +0.6% | -4.0% | +4.6% | +0.9% |
| 30D | +10.3% | -13.1% | +23.4% | +11.4% |
| 3M | +15.6% | -22.0% | +37.6% | +17.5% |
| 6M | +15.1% | -37.3% | +52.4% | +18.8% |
| YTD | +6.0% | -11.2% | +17.1% | +4.7% |
| 1Y | +5.7% | +23.9% | -18.3% | +1.0% |
| 3Y | +39.8% | +225.1% | -185.3% | +13.7% |
| 5Y | -23.9% | +7.7% | -31.6% | -27.2% |
| All | -23.9% | +4.5% | -28.4% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling