+12.2%
DIS vs APD
+25.0%
-12.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.9% | +3.8% | -1.9% | +1.7% |
| 30D | +9.2% | +8.2% | +1.0% | +8.9% |
| 3M | +13.5% | +4.3% | +9.2% | +13.3% |
| 6M | +14.3% | +4.7% | +9.6% | +14.4% |
| YTD | +5.4% | +31.5% | -26.2% | +4.1% |
| 1Y | +12.2% | +23.5% | -11.4% | +11.1% |
| All | +12.2% | +25.0% | -12.8% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling