+102.8%
DIS vs AR
-32.8%
+135.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.4% | -1.2% |
| 7D | +5.7% | -11.7% | +17.4% | +6.9% |
| 30D | +12.7% | +1.8% | +10.8% | +12.3% |
| 3M | +15.2% | +6.0% | +9.2% | +14.2% |
| 6M | +17.6% | -7.0% | +24.6% | +17.8% |
| YTD | +3.8% | +5.6% | -1.7% | +2.4% |
| 1Y | +6.8% | +10.8% | -4.0% | +4.7% |
| 3Y | +42.1% | +19.3% | +22.8% | +36.7% |
| 5Y | -31.2% | +73.3% | -104.5% | -36.9% |
| 10Y | +37.6% | +47.6% | -10.0% | +14.9% |
| All | +102.8% | -32.8% | +135.6% | +76.1% |
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