-30.1%
DIS vs ABCL
-79.5%
+49.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | +1.6% |
| 7D | +5.3% | +12.4% | -7.1% | +4.3% |
| 30D | +10.2% | -0.4% | +10.6% | +10.0% |
| 3M | +13.5% | +80.4% | -66.8% | +7.2% |
| 6M | +11.1% | +138.5% | -127.4% | +1.4% |
| YTD | +5.5% | +265.5% | -260.0% | -7.9% |
| 1Y | +9.1% | +219.7% | -210.6% | -3.8% |
| 3Y | +36.0% | +209.4% | -173.4% | +15.4% |
| 5Y | -29.8% | -15.0% | -14.8% | -37.2% |
| All | -30.1% | -79.5% | +49.4% | -36.8% |
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