-41.1%
DIS vs AUR
-36.6%
-4.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.6% | +8.7% | -11.3% | -3.4% |
| 30D | +3.5% | -5.2% | +8.7% | +3.8% |
| 3M | +6.8% | -7.3% | +14.1% | +7.0% |
| 6M | +3.0% | +41.2% | -38.2% | -1.7% |
| YTD | -6.7% | +65.1% | -71.8% | -12.5% |
| 1Y | -10.1% | +13.4% | -23.5% | -12.9% |
| 3Y | +33.0% | +98.1% | -65.1% | +12.2% |
| 5Y | -40.0% | -36.0% | -4.0% | -50.5% |
| All | -41.1% | -36.6% | -4.5% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling