+82.2%
DIS vs AR
-27.2%
+109.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | -2.6% | +2.5% | -5.1% | -2.8% |
| 30D | +3.5% | +14.8% | -11.3% | +2.1% |
| 3M | +6.8% | +6.2% | +0.6% | +6.0% |
| 6M | +3.0% | +4.3% | -1.3% | +2.1% |
| YTD | -6.7% | +14.4% | -21.1% | -8.5% |
| 1Y | -10.1% | +21.3% | -31.4% | -12.5% |
| 3Y | +33.0% | +39.8% | -6.8% | +26.1% |
| 5Y | -40.0% | +142.1% | -182.1% | -46.5% |
| 10Y | +21.1% | +52.0% | -31.0% | +0.8% |
| All | +82.2% | -27.2% | +109.4% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling