-31.2%
DIS vs AGI
+309.0%
-340.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.6% |
| 7D | +5.2% | +16.0% | -10.7% | +3.6% |
| 30D | +11.5% | +1.0% | +10.5% | +11.1% |
| 3M | +11.5% | +2.5% | +9.1% | +10.8% |
| 6M | +8.9% | -24.0% | +32.9% | +11.1% |
| YTD | +3.4% | -17.2% | +20.6% | +4.1% |
| 1Y | +7.2% | +4.9% | +2.3% | +5.4% |
| 3Y | +43.3% | +142.6% | -99.3% | +22.5% |
| All | -31.2% | +309.0% | -340.2% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling