+375.6%
DIS vs AU
+617.7%
-242.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -0.9% |
| 7D | +0.9% | -1.1% | +1.9% | +0.9% |
| 30D | +8.9% | -4.4% | +13.3% | +9.1% |
| 3M | +14.5% | -10.0% | +24.5% | +15.0% |
| 6M | +12.2% | -14.5% | +26.7% | +12.8% |
| YTD | +4.7% | +6.4% | -1.7% | +3.4% |
| 1Y | +2.8% | +7.7% | -4.9% | +1.4% |
| 3Y | +38.1% | +514.1% | -476.0% | +20.6% |
| 5Y | -23.6% | +386.5% | -410.1% | -33.2% |
| 10Y | +31.4% | +851.3% | -819.9% | +6.2% |
| All | +375.6% | +617.7% | -242.1% | +305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling