-23.9%
DIS vs APA
+88.6%
-112.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.2% |
| 7D | +0.6% | +5.1% | -4.5% | -0.1% |
| 30D | +10.3% | +0.3% | +10.0% | +9.9% |
| 3M | +15.6% | +15.6% | -0.1% | +12.4% |
| 6M | +15.1% | +28.9% | -13.8% | +9.4% |
| YTD | +6.0% | +96.6% | -90.6% | -8.6% |
| 1Y | +5.7% | +95.5% | -89.8% | -9.0% |
| 3Y | +39.8% | +41.8% | -2.0% | +22.3% |
| 5Y | -23.9% | +85.4% | -109.3% | -38.2% |
| All | -23.9% | +88.6% | -112.4% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling