+22.7%
DIS vs AU
+694.8%
-672.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +1.8% |
| 7D | -1.3% | -7.0% | +5.7% | -1.0% |
| 30D | +2.2% | +7.3% | -5.1% | +1.9% |
| 3M | +8.1% | +33.2% | -25.1% | +6.7% |
| 6M | +5.2% | -0.6% | +5.9% | +4.9% |
| YTD | -6.3% | +26.2% | -32.4% | -7.5% |
| 1Y | -7.3% | +68.3% | -75.6% | -9.6% |
| 3Y | +33.8% | +592.1% | -558.3% | +21.9% |
| 5Y | -40.7% | +685.3% | -726.0% | -46.6% |
| All | +22.7% | +694.8% | -672.2% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling