-7.7%
DIS vs AGG
-0.7%
-7.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +1.2% | -1.1% | +2.2% | +3.2% |
| 30D | +3.2% | -1.1% | +4.4% | +5.5% |
| 3M | +7.0% | -1.9% | +8.9% | +11.0% |
| 6M | +6.4% | -1.7% | +8.1% | +9.9% |
| YTD | -5.6% | -1.3% | -4.3% | -2.9% |
| 1Y | -7.7% | -0.7% | -6.9% | -4.6% |
| All | -7.7% | -0.7% | -7.0% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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