+11.5%
DIS vs AS
+120.4%
-108.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.6% | -5.3% | -2.4% |
| 7D | -2.6% | -4.9% | +2.3% | -1.6% |
| 30D | +3.5% | -19.6% | +23.1% | +7.9% |
| 3M | +6.8% | -14.4% | +21.2% | +9.9% |
| 6M | +3.0% | -20.1% | +23.1% | +7.1% |
| YTD | -6.7% | -20.9% | +14.2% | -3.1% |
| 1Y | -10.1% | -21.9% | +11.8% | -6.7% |
| All | +11.5% | +120.4% | -108.8% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling