+621.3%
DIS vs AGI
+5,459.2%
-4,837.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.7% |
| 7D | -2.6% | +0.6% | -3.2% | -2.6% |
| 30D | +3.5% | +18.2% | -14.7% | +2.8% |
| 3M | +6.8% | -4.1% | +11.0% | +6.8% |
| 6M | +3.0% | -28.7% | +31.7% | +4.1% |
| YTD | -6.7% | -4.0% | -2.7% | -6.9% |
| 1Y | -10.1% | +17.4% | -27.5% | -11.0% |
| 3Y | +33.0% | +203.0% | -170.0% | +26.4% |
| 5Y | -40.0% | +376.7% | -416.7% | -44.1% |
| 10Y | +21.1% | +407.5% | -386.4% | +10.3% |
| All | +621.3% | +5,459.2% | -4,837.9% | +522.3% |
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