-33.4%
DIS vs AUR
-57.9%
+24.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.9% |
| 7D | +1.9% | -4.5% | +6.4% | +2.3% |
| 30D | +9.2% | -16.6% | +25.8% | +10.7% |
| 3M | +13.5% | -38.5% | +52.0% | +18.0% |
| 6M | +14.3% | -49.9% | +64.2% | +20.6% |
| YTD | +5.4% | +9.6% | -4.3% | +2.2% |
| 1Y | +12.2% | +1.2% | +11.0% | +9.4% |
| 3Y | +37.2% | +128.8% | -91.6% | +12.7% |
| 5Y | -23.1% | -57.9% | +34.8% | -34.0% |
| All | -33.4% | -57.9% | +24.5% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling