+1,635.0%
DIS vs APD
+6,285.2%
-4,650.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.5% | -0.2% |
| 7D | +5.7% | -0.7% | +6.4% | +6.0% |
| 30D | +12.7% | +10.1% | +2.5% | +8.3% |
| 3M | +15.2% | +4.9% | +10.3% | +12.9% |
| 6M | +17.6% | +2.5% | +15.1% | +15.6% |
| YTD | +3.8% | +27.8% | -24.0% | -7.4% |
| 1Y | +6.8% | +32.9% | -26.1% | -7.0% |
| 3Y | +42.1% | +13.4% | +28.7% | +29.0% |
| 5Y | -31.2% | +12.8% | -44.0% | -38.1% |
| 10Y | +37.6% | +194.6% | -157.0% | -18.9% |
| All | +1,635.0% | +6,285.2% | -4,650.2% | +191.8% |
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 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