-29.8%
DIS vs APD
+12.1%
-42.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.4% |
| 7D | +5.3% | -1.6% | +6.9% | +5.9% |
| 30D | +10.2% | +10.6% | -0.4% | +6.7% |
| 3M | +13.5% | +2.5% | +11.0% | +12.6% |
| 6M | +11.1% | +6.0% | +5.2% | +8.6% |
| YTD | +5.5% | +28.4% | -22.9% | -4.4% |
| 1Y | +9.1% | +22.2% | -13.0% | +0.4% |
| 3Y | +36.0% | +26.6% | +9.4% | +21.0% |
| 5Y | -29.8% | +11.8% | -41.6% | -37.8% |
| All | -29.8% | +12.1% | -42.0% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling