-23.6%
DIS vs APD
+15.4%
-39.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +0.9% | +2.2% | -1.3% | +0.2% |
| 30D | +8.9% | +9.4% | -0.5% | +5.8% |
| 3M | +14.5% | +4.7% | +9.9% | +12.8% |
| 6M | +12.2% | +5.5% | +6.7% | +10.0% |
| YTD | +4.7% | +31.4% | -26.7% | -5.7% |
| 1Y | +2.8% | +24.1% | -21.3% | -5.8% |
| 3Y | +38.1% | +28.8% | +9.4% | +22.4% |
| 5Y | -23.6% | +15.8% | -39.4% | -35.7% |
| All | -23.6% | +15.4% | -39.1% | -35.7% |
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