+719.5%
DIS vs AGI
+4,416.0%
-3,696.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +0.5% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +10.3% | -7.6% | +17.9% | +10.6% |
| 3M | +15.6% | -10.2% | +25.8% | +15.9% |
| 6M | +15.1% | -31.5% | +46.6% | +16.5% |
| YTD | +6.0% | -22.0% | +28.0% | +6.5% |
| 1Y | +5.7% | -7.9% | +13.6% | +5.6% |
| 3Y | +39.8% | +137.6% | -97.8% | +34.0% |
| 5Y | -23.9% | +256.7% | -280.6% | -28.4% |
| 10Y | +32.9% | +405.2% | -372.2% | +21.3% |
| All | +719.5% | +4,416.0% | -3,696.5% | +612.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling