+381.3%
DIS vs AU
+653.8%
-272.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.3% | +0.5% |
| 7D | +0.6% | +4.7% | -4.1% | +0.3% |
| 30D | +10.3% | -1.5% | +11.8% | +10.3% |
| 3M | +15.6% | -5.0% | +20.6% | +15.7% |
| 6M | +15.1% | -13.5% | +28.6% | +15.6% |
| YTD | +6.0% | +11.7% | -5.8% | +4.4% |
| 1Y | +5.7% | +21.3% | -15.6% | +3.5% |
| 3Y | +39.8% | +545.0% | -505.2% | +21.7% |
| 5Y | -23.9% | +412.0% | -435.8% | -33.6% |
| 10Y | +32.9% | +899.1% | -866.1% | +7.1% |
| All | +381.3% | +653.8% | -272.4% | +308.9% |
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