-41.5%
DIS vs AU
+676.5%
-718.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.2% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | +0.1% | +12.8% | -12.6% | -0.6% |
| 3M | +7.1% | +28.5% | -21.4% | +5.5% |
| 6M | +4.3% | +4.8% | -0.6% | +3.4% |
| YTD | -6.9% | +31.0% | -37.9% | -8.6% |
| 1Y | -10.3% | +81.4% | -91.7% | -13.2% |
| 3Y | +32.8% | +618.4% | -585.6% | +16.3% |
| 5Y | -41.5% | +686.3% | -727.8% | -49.2% |
| All | -41.5% | +676.5% | -718.0% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling