+34.7%
DIS vs APH
+855.3%
-820.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.3% | +7.9% | +2.1% |
| 7D | +5.7% | -12.7% | +18.4% | +10.8% |
| 30D | +12.7% | -19.2% | +31.8% | +21.3% |
| 3M | +15.2% | -16.7% | +31.9% | +21.7% |
| 6M | +17.6% | +5.1% | +12.4% | +9.8% |
| YTD | +3.8% | +6.6% | -2.7% | -7.0% |
| 1Y | +6.8% | +3.9% | +2.9% | -3.6% |
| 3Y | +42.1% | +246.0% | -203.9% | -39.6% |
| 5Y | -31.2% | +268.0% | -299.1% | -72.2% |
| All | +34.7% | +855.3% | -820.5% | -67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling