+348.0%
DIS vs AG
+287.4%
+60.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.8% | -1.2% |
| 7D | +5.7% | -2.9% | +8.6% | +5.9% |
| 30D | +12.7% | -15.1% | +27.8% | +14.0% |
| 3M | +15.2% | -15.4% | +30.6% | +16.3% |
| 6M | +17.6% | -21.9% | +39.5% | +18.8% |
| YTD | +3.8% | -10.4% | +14.3% | +2.9% |
| 1Y | +6.8% | +39.8% | -33.0% | +1.9% |
| 3Y | +42.1% | +209.5% | -167.4% | +23.2% |
| 5Y | -31.2% | +12.5% | -43.7% | -36.6% |
| 10Y | +37.6% | +79.5% | -41.8% | +14.5% |
| All | +348.0% | +287.4% | +60.5% | +145.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling