-41.1%
DIS vs APH
+350.9%
-392.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | -2.6% | +5.0% | -7.5% | -4.1% |
| 30D | +3.5% | -3.9% | +7.4% | +4.4% |
| 3M | +6.8% | +13.0% | -6.2% | +1.0% |
| 6M | +3.0% | +25.2% | -22.2% | -7.0% |
| YTD | -6.7% | +22.9% | -29.7% | -17.4% |
| 1Y | -10.1% | +47.8% | -57.9% | -27.9% |
| 3Y | +33.0% | +283.0% | -250.0% | -42.6% |
| All | -41.1% | +350.9% | -392.0% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling