-33.0%
DIS vs AUR
-54.0%
+21.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +0.6% | +12.7% | -12.2% | -0.6% |
| 30D | +10.3% | -18.7% | +29.0% | +12.1% |
| 3M | +15.6% | -33.8% | +49.4% | +19.4% |
| 6M | +15.1% | -36.6% | +51.8% | +18.7% |
| YTD | +6.0% | +19.8% | -13.8% | +2.0% |
| 1Y | +5.7% | +8.0% | -2.3% | +2.6% |
| 3Y | +39.8% | +153.4% | -113.6% | +13.7% |
| 5Y | -23.9% | -54.0% | +30.1% | -35.2% |
| All | -33.0% | -54.0% | +21.0% | -43.2% |
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