+32.8%
DIS vs AGG
+13.2%
+19.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +0.1% | -0.4% | +0.5% | +0.3% |
| 3M | +7.1% | -0.3% | +7.3% | +7.2% |
| 6M | +4.3% | -1.2% | +5.5% | +4.6% |
| YTD | -6.9% | -0.4% | -6.6% | -6.7% |
| 1Y | -10.3% | +0.4% | -10.7% | -10.1% |
| 3Y | +32.8% | +13.4% | +19.4% | +32.4% |
| All | +32.8% | +13.2% | +19.6% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling