+12.2%
DIS vs AR
+11.3%
+0.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.9% | +7.4% | -5.5% | +2.6% |
| 30D | +9.2% | +5.8% | +3.4% | +9.5% |
| 3M | +13.5% | +5.2% | +8.3% | +13.9% |
| 6M | +14.3% | +5.4% | +8.8% | +14.9% |
| YTD | +5.4% | +12.4% | -7.0% | +4.7% |
| 1Y | +12.2% | +12.8% | -0.7% | +11.5% |
| All | +12.2% | +11.3% | +0.8% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling