+31.9%
DIS vs APA
+8.7%
+23.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | +1.9% | +8.5% | -6.6% | +0.5% |
| 30D | +9.2% | +2.8% | +6.4% | +8.4% |
| 3M | +13.5% | +21.7% | -8.2% | +9.2% |
| 6M | +14.3% | +32.6% | -18.3% | +7.7% |
| YTD | +5.4% | +103.7% | -98.3% | -9.2% |
| 1Y | +12.2% | +101.8% | -89.6% | -3.3% |
| 3Y | +37.2% | +48.1% | -10.9% | +20.9% |
| 5Y | -23.1% | +91.9% | -115.0% | -37.5% |
| All | +31.9% | +8.7% | +23.2% | -10.6% |
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