+18.3%
DIS vs AS
-8.6%
+26.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +2.6% |
| 7D | +9.1% | +13.8% | -4.7% | +5.1% |
| 30D | +14.8% | +16.7% | -1.9% | +9.6% |
| 3M | +21.2% | -11.5% | +32.7% | +26.8% |
| 6M | +18.3% | -5.5% | +23.8% | +19.2% |
| All | +18.3% | -8.6% | +26.9% | +19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling