+8.3%
DIS vs APH
+16.5%
-8.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.2% | +10.3% | +4.1% |
| 7D | +9.1% | -2.4% | +11.5% | +9.0% |
| 30D | +14.8% | -9.5% | +24.3% | +14.9% |
| 3M | +21.2% | -7.6% | +28.8% | +21.2% |
| 6M | +18.3% | +12.4% | +5.9% | +15.9% |
| YTD | +5.4% | +17.5% | -12.2% | +1.3% |
| 1Y | +8.3% | +16.4% | -8.1% | +4.0% |
| All | +8.3% | +16.5% | -8.2% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 1y: compounded portfolio wealth divided by compounded APH 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…
1y analysis · Full analysis span regression · 6 months rolling