-10.1%
DIS vs APA
+94.6%
-104.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -2.0% |
| 7D | -2.6% | +0.5% | -3.1% | -2.5% |
| 30D | +3.5% | +23.4% | -19.9% | +5.2% |
| 3M | +6.8% | +12.7% | -5.9% | +8.0% |
| 6M | +3.0% | +39.4% | -36.4% | +1.4% |
| YTD | -6.7% | +79.0% | -85.7% | -9.2% |
| 1Y | -10.1% | +88.8% | -98.9% | -12.5% |
| All | -10.1% | +94.6% | -104.7% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling