+36.3%
DIS vs AR
+52.4%
-16.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.2% | +1.7% |
| 7D | +4.4% | -5.8% | +10.2% | +5.0% |
| 30D | +10.3% | +4.8% | +5.5% | +9.7% |
| 3M | +15.5% | +1.5% | +14.0% | +15.1% |
| 6M | +11.2% | +4.7% | +6.5% | +10.2% |
| YTD | +5.6% | +9.2% | -3.6% | +3.8% |
| 1Y | +7.7% | +11.2% | -3.4% | +5.6% |
| 3Y | +39.3% | +46.2% | -7.0% | +31.0% |
| 5Y | -29.5% | +98.1% | -127.6% | -36.4% |
| 10Y | +36.3% | +54.5% | -18.3% | +17.4% |
| All | +36.3% | +52.4% | -16.2% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling