+34.2%
DIS vs APA
0.0%
+34.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | +5.2% | -15.5% | +20.7% | +8.0% |
| 30D | +11.5% | +2.4% | +9.1% | +10.7% |
| 3M | +11.5% | +22.8% | -11.3% | +7.0% |
| 6M | +8.9% | +17.9% | -9.1% | +4.6% |
| YTD | +3.4% | +87.7% | -84.3% | -9.6% |
| 1Y | +7.2% | +94.2% | -87.0% | -7.1% |
| 3Y | +43.3% | +27.2% | +16.1% | +29.6% |
| 5Y | -31.4% | +74.1% | -105.6% | -43.3% |
| All | +34.2% | 0.0% | +34.2% | -7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling