+323.6%
DIS vs AU
+793.6%
-470.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.6% |
| 7D | -2.6% | -3.6% | +1.1% | -2.4% |
| 30D | +3.5% | +23.9% | -20.4% | +2.0% |
| 3M | +6.8% | +19.1% | -12.3% | +5.4% |
| 6M | +3.0% | -0.2% | +3.1% | +2.5% |
| YTD | -6.7% | +32.5% | -39.2% | -8.9% |
| 1Y | -10.1% | +96.9% | -107.0% | -14.5% |
| 3Y | +33.0% | +614.7% | -581.7% | +15.1% |
| 5Y | -40.0% | +647.7% | -687.7% | -48.8% |
| 10Y | +21.1% | +679.2% | -658.2% | -0.7% |
| All | +323.6% | +793.6% | -470.0% | +256.7% |
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