+31.9%
DIS vs APH
+926.5%
-894.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +1.3% |
| 7D | +1.9% | +4.9% | -3.0% | -0.1% |
| 30D | +9.2% | -5.4% | +14.6% | +10.4% |
| 3M | +13.5% | -5.5% | +19.0% | +13.9% |
| 6M | +14.3% | +25.9% | -11.6% | -1.1% |
| YTD | +5.4% | +16.4% | -11.0% | -8.9% |
| 1Y | +12.2% | +16.5% | -4.3% | -3.7% |
| 3Y | +37.2% | +270.9% | -233.7% | -43.0% |
| 5Y | -23.1% | +289.5% | -312.6% | -69.5% |
| All | +31.9% | +926.5% | -894.6% | -69.5% |
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