+32.9%
DIS vs APD
+187.5%
-154.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | 0.0% |
| 7D | +0.6% | -1.2% | +1.7% | +1.1% |
| 30D | +10.3% | +11.0% | -0.7% | +5.5% |
| 3M | +15.6% | +2.6% | +13.0% | +14.2% |
| 6M | +15.1% | +4.8% | +10.3% | +12.3% |
| YTD | +6.0% | +31.0% | -25.0% | -7.2% |
| 1Y | +5.7% | +23.4% | -17.7% | -5.3% |
| 3Y | +39.8% | +28.4% | +11.4% | +19.4% |
| 5Y | -23.9% | +15.2% | -39.1% | -33.3% |
| 10Y | +32.9% | +190.7% | -157.7% | -25.4% |
| All | +32.9% | +187.5% | -154.5% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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