-42.2%
DIS vs AGG
-1.7%
-40.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -3.5% | -0.2% | -3.4% | -3.4% |
| 30D | +1.0% | -0.2% | +1.2% | +1.1% |
| 3M | +5.7% | -0.7% | +6.4% | +6.1% |
| 6M | +3.3% | -1.8% | +5.0% | +4.3% |
| YTD | -7.7% | -0.6% | -7.1% | -7.3% |
| 1Y | -10.0% | +0.4% | -10.3% | -10.0% |
| 3Y | +31.7% | +13.2% | +18.5% | +23.1% |
| 5Y | -42.2% | -2.0% | -40.2% | -48.6% |
| All | -42.2% | -1.7% | -40.5% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling