+1,458.7%
DIS vs APD
+6,115.6%
-4,656.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.3% |
| 7D | -2.6% | -2.2% | -0.4% | -1.7% |
| 30D | +3.5% | +2.1% | +1.4% | +2.6% |
| 3M | +6.8% | +7.2% | -0.4% | +3.4% |
| 6M | +3.0% | +11.2% | -8.3% | -2.3% |
| YTD | -6.7% | +24.4% | -31.1% | -15.8% |
| 1Y | -10.1% | +6.7% | -16.7% | -14.1% |
| 3Y | +33.0% | +9.2% | +23.8% | +22.6% |
| 5Y | -40.0% | +27.4% | -67.3% | -48.8% |
| 10Y | +21.1% | +164.8% | -143.8% | -25.5% |
| All | +1,458.7% | +6,115.6% | -4,656.9% | +165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling