-38.2%
DIS vs ABCL
-81.3%
+43.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | -2.6% | +0.7% | -3.3% | -2.6% |
| 30D | +3.5% | +93.1% | -89.6% | -2.5% |
| 3M | +6.8% | +79.4% | -72.6% | +0.7% |
| 6M | +3.0% | +214.9% | -211.9% | -8.1% |
| YTD | -6.7% | +234.2% | -240.9% | -17.7% |
| 1Y | -10.1% | +174.8% | -184.8% | -19.9% |
| 3Y | +33.0% | +104.5% | -71.4% | +17.0% |
| 5Y | -40.0% | -39.0% | -1.0% | -45.9% |
| All | -38.2% | -81.3% | +43.1% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling