+6.8%
DIS vs AS
0.0%
+6.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.0% |
| 7D | +5.7% | +7.1% | -1.4% | +4.2% |
| 30D | +12.7% | +12.8% | -0.1% | +9.8% |
| 3M | +15.2% | -14.7% | +29.9% | +19.0% |
| 6M | +17.6% | -9.9% | +27.5% | +19.7% |
| YTD | +3.8% | -16.1% | +20.0% | +6.7% |
| 1Y | +6.8% | +0.2% | +6.6% | +6.0% |
| All | +6.8% | 0.0% | +6.8% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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