-29.5%
DIS vs APH
+309.1%
-338.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +4.4% | -5.0% | +9.4% | +5.5% |
| 30D | +10.3% | -8.4% | +18.7% | +12.3% |
| 3M | +15.5% | -4.5% | +20.0% | +15.6% |
| 6M | +11.2% | +25.3% | -14.1% | -0.1% |
| YTD | +5.6% | +18.9% | -13.3% | -6.3% |
| 1Y | +7.7% | +11.9% | -4.2% | -2.1% |
| 3Y | +39.3% | +278.0% | -238.7% | -40.2% |
| 5Y | -29.5% | +306.4% | -335.9% | -73.3% |
| All | -29.5% | +309.1% | -338.6% | -73.3% |
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