-22.5%
DIS vs APD
+16.4%
-39.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.9% | +3.8% | -1.9% | +0.7% |
| 30D | +9.2% | +8.2% | +1.0% | +6.4% |
| 3M | +13.5% | +4.3% | +9.2% | +11.9% |
| 6M | +14.3% | +4.7% | +9.6% | +12.3% |
| YTD | +5.4% | +31.5% | -26.2% | -5.2% |
| 1Y | +12.2% | +23.5% | -11.4% | +3.0% |
| 3Y | +37.2% | +29.1% | +8.1% | +21.5% |
| All | -22.5% | +16.4% | -39.0% | -35.9% |
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