-31.2%
DIS vs ABCL
-81.8%
+50.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.4% | +7.9% | -0.8% |
| 7D | +5.7% | -14.9% | +20.6% | +6.8% |
| 30D | +12.7% | -15.4% | +28.0% | +13.8% |
| 3M | +15.2% | +88.0% | -72.8% | +8.2% |
| 6M | +17.6% | +138.8% | -121.3% | +7.1% |
| YTD | +3.8% | +225.4% | -221.6% | -8.6% |
| 1Y | +6.8% | +137.3% | -130.5% | -3.6% |
| 3Y | +42.1% | +136.8% | -94.7% | +23.1% |
| 5Y | -31.2% | -26.2% | -4.9% | -37.9% |
| All | -31.2% | -81.8% | +50.6% | -37.3% |
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