+43.3%
DIS vs APH
+258.9%
-215.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.9% |
| 7D | +5.2% | -5.9% | +11.2% | +5.9% |
| 30D | +11.5% | -14.8% | +26.3% | +13.5% |
| 3M | +11.5% | -12.4% | +24.0% | +12.9% |
| 6M | +8.9% | +8.1% | +0.8% | +5.1% |
| YTD | +3.4% | +10.9% | -7.5% | -2.5% |
| 1Y | +7.2% | +8.8% | -1.6% | +1.5% |
| 3Y | +43.3% | +262.1% | -218.7% | -3.4% |
| All | +43.3% | +258.9% | -215.6% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling