+3.0%
DIS vs APD
+11.5%
-8.5%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.8% |
| 7D | -2.6% | -2.2% | -0.4% | -2.7% |
| 30D | +3.5% | +2.1% | +1.4% | +3.9% |
| 3M | +6.8% | +7.2% | -0.4% | +8.8% |
| 6M | +3.0% | +11.2% | -8.3% | +4.9% |
| All | +3.0% | +11.5% | -8.5% | +4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling