-31.2%
DIS vs APH
+274.6%
-305.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.3% | +7.9% | +1.0% |
| 7D | +5.7% | -12.7% | +18.4% | +9.2% |
| 30D | +12.7% | -19.2% | +31.8% | +18.7% |
| 3M | +15.2% | -16.7% | +31.9% | +19.8% |
| 6M | +17.6% | +5.1% | +12.4% | +11.4% |
| YTD | +3.8% | +6.6% | -2.7% | -5.0% |
| 1Y | +6.8% | +3.9% | +2.9% | -1.6% |
| 3Y | +42.1% | +246.0% | -203.9% | -38.1% |
| 5Y | -31.2% | +268.0% | -299.1% | -73.3% |
| All | -31.2% | +274.6% | -305.8% | -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