-31.5%
DIS vs ABCL
-80.5%
+49.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.1% | -0.9% |
| 7D | +5.2% | -3.2% | +8.4% | +5.4% |
| 30D | +11.5% | -7.4% | +18.9% | +11.8% |
| 3M | +11.5% | +81.9% | -70.4% | +5.2% |
| 6M | +8.9% | +135.7% | -126.8% | -0.6% |
| YTD | +3.4% | +247.4% | -244.0% | -9.4% |
| 1Y | +7.2% | +162.3% | -155.1% | -4.0% |
| 3Y | +43.3% | +165.5% | -122.2% | +23.0% |
| 5Y | -31.4% | -21.3% | -10.2% | -38.4% |
| All | -31.5% | -80.5% | +49.1% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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