-7.7%
DIS vs AU
+72.0%
-79.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +1.2% | -4.3% | +5.4% | +1.5% |
| 30D | +3.2% | +7.3% | -4.1% | +2.5% |
| 3M | +7.0% | +26.3% | -19.3% | +4.6% |
| 6M | +6.4% | +1.8% | +4.7% | +5.1% |
| YTD | -5.6% | +26.8% | -32.4% | -7.6% |
| 1Y | -7.7% | +66.7% | -74.4% | -9.6% |
| All | -7.7% | +72.0% | -79.7% | -9.6% |
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