+30.2%
DIS vs AU
+604.2%
-573.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -0.9% |
| 7D | -3.5% | +0.6% | -4.2% | -3.5% |
| 30D | +1.0% | +12.3% | -11.3% | +0.5% |
| 3M | +5.7% | +29.4% | -23.7% | +4.6% |
| 6M | +3.3% | +3.2% | 0.0% | +2.5% |
| YTD | -7.7% | +31.8% | -39.5% | -8.4% |
| 1Y | -10.0% | +83.4% | -93.4% | -10.4% |
| All | +30.2% | +604.2% | -573.9% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling