+21.9%
DIS vs APH
+454.1%
-432.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -47.8% | +45.7% | +13.7% |
| 7D | -1.4% | -48.7% | +47.3% | +15.3% |
| 30D | +3.5% | -51.9% | +55.4% | +23.9% |
| 3M | +6.8% | -43.6% | +50.4% | +17.5% |
| 6M | +3.0% | -37.5% | +40.5% | +6.8% |
| YTD | -6.7% | -38.6% | +31.9% | -5.1% |
| 1Y | -10.1% | -26.3% | +16.3% | -18.1% |
| 3Y | +33.0% | +89.2% | -56.2% | -33.7% |
| 5Y | -40.0% | +119.8% | -159.8% | -73.0% |
| All | +21.9% | +454.1% | -432.2% | -67.0% |
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 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