-42.2%
DIS vs AUR
-34.3%
-7.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -3.5% | +11.1% | -14.6% | -4.5% |
| 30D | +1.0% | -6.9% | +7.8% | +1.4% |
| 3M | +5.7% | +5.5% | +0.2% | +4.5% |
| 6M | +3.3% | +41.0% | -37.7% | -1.4% |
| YTD | -7.7% | +69.3% | -77.0% | -13.6% |
| 1Y | -10.0% | +14.0% | -24.0% | -12.8% |
| 3Y | +31.7% | +90.1% | -58.3% | +11.9% |
| 5Y | -42.2% | -34.4% | -7.8% | -54.4% |
| All | -42.2% | -34.3% | -7.9% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling