+1,450.1%
DIS vs APH
+61,451.9%
-60,001.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -47.8% | +45.7% | +11.1% |
| 7D | -1.4% | -48.7% | +47.3% | +12.4% |
| 30D | +3.5% | -51.9% | +55.4% | +20.0% |
| 3M | +6.8% | -43.6% | +50.4% | +17.1% |
| 6M | +3.0% | -37.5% | +40.5% | +8.8% |
| YTD | -6.7% | -38.6% | +31.9% | -2.2% |
| 1Y | -10.1% | -26.3% | +16.3% | -11.3% |
| 3Y | +33.0% | +89.2% | -56.2% | -3.0% |
| 5Y | -40.0% | +119.8% | -159.8% | -58.0% |
| 10Y | +21.1% | +454.3% | -433.2% | -34.7% |
| All | +1,450.1% | +61,451.9% | -60,001.8% | +283.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling