-10.1%
DIS vs AU
+100.5%
-110.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.5% |
| 7D | -2.6% | -3.6% | +1.1% | -2.3% |
| 30D | +3.5% | +23.9% | -20.4% | +1.5% |
| 3M | +6.8% | +19.1% | -12.3% | +4.8% |
| 6M | +3.0% | -0.2% | +3.1% | +1.5% |
| YTD | -6.7% | +32.5% | -39.2% | -8.9% |
| 1Y | -10.1% | +96.9% | -107.0% | -10.3% |
| All | -10.1% | +100.5% | -110.6% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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