+36.3%
DIS vs APD
+187.0%
-150.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +4.4% | -0.2% | +4.6% | +4.5% |
| 30D | +10.3% | +11.0% | -0.7% | +5.5% |
| 3M | +15.5% | +1.3% | +14.2% | +14.8% |
| 6M | +11.2% | +6.4% | +4.8% | +7.7% |
| YTD | +5.6% | +28.9% | -23.3% | -6.9% |
| 1Y | +7.7% | +23.2% | -15.5% | -3.5% |
| 3Y | +39.3% | +26.3% | +13.0% | +19.8% |
| 5Y | -29.5% | +12.0% | -41.6% | -37.4% |
| 10Y | +36.3% | +183.2% | -146.9% | -20.3% |
| All | +36.3% | +187.0% | -150.7% | -20.3% |
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