+571.9%
DIS vs AGG
+98.1%
+473.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | +3.5% | -0.4% | +3.9% | +3.5% |
| 3M | +6.8% | -0.7% | +7.5% | +6.8% |
| 6M | +3.0% | -1.5% | +4.5% | +3.0% |
| YTD | -6.7% | -0.3% | -6.5% | -6.7% |
| 1Y | -10.1% | +1.3% | -11.4% | -10.1% |
| 3Y | +33.0% | +13.2% | +19.8% | +33.3% |
| 5Y | -40.0% | -1.4% | -38.6% | -41.6% |
| 10Y | +21.1% | +14.9% | +6.2% | +24.8% |
| All | +571.9% | +98.1% | +473.8% | +714.2% |
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