+663.4%
DIS vs AGG
+97.1%
+566.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | -0.6% | +1.1% | +0.6% |
| 30D | +10.3% | +1.6% | +8.7% | +10.2% |
| 3M | +15.6% | -0.5% | +16.0% | +15.6% |
| 6M | +15.1% | -1.1% | +16.2% | +15.2% |
| YTD | +6.0% | -0.7% | +6.7% | +6.0% |
| 1Y | +5.7% | -0.7% | +6.4% | +5.7% |
| 3Y | +39.8% | +14.5% | +25.3% | +40.1% |
| 5Y | -23.9% | -0.9% | -22.9% | -25.8% |
| 10Y | +32.9% | +17.1% | +15.9% | +38.7% |
| All | +663.4% | +97.1% | +566.3% | +825.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling