-41.5%
DIS vs AGI
+390.0%
-431.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -1.1% | +4.4% | -5.5% | -1.5% |
| 30D | +0.1% | +10.0% | -9.8% | -0.9% |
| 3M | +7.1% | +1.7% | +5.3% | +6.5% |
| 6M | +4.3% | -26.8% | +31.1% | +6.7% |
| YTD | -6.9% | -5.3% | -1.6% | -7.4% |
| 1Y | -10.3% | +11.5% | -21.8% | -12.5% |
| 3Y | +32.8% | +212.9% | -180.1% | +10.5% |
| 5Y | -41.5% | +388.8% | -430.3% | -54.6% |
| All | -41.5% | +390.0% | -431.5% | -54.6% |
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