+22.7%
DIS vs AGI
+388.4%
-365.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +1.7% |
| 7D | -1.3% | -5.4% | +4.1% | -1.0% |
| 30D | +2.2% | +6.6% | -4.4% | +1.9% |
| 3M | +8.1% | +8.2% | -0.1% | +7.6% |
| 6M | +5.2% | -29.3% | +34.5% | +6.4% |
| YTD | -6.3% | -7.4% | +1.1% | -6.3% |
| 1Y | -7.3% | +7.9% | -15.2% | -7.9% |
| 3Y | +33.8% | +206.2% | -172.4% | +27.0% |
| 5Y | -40.7% | +397.6% | -438.3% | -44.6% |
| All | +22.7% | +388.4% | -365.7% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling