+5.2%
DIS vs ALAB
+311.3%
-306.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +4.4% | -7.5% | +11.9% | +4.5% |
| 30D | +10.3% | -36.8% | +47.2% | +11.6% |
| 3M | +15.5% | -31.9% | +47.4% | +16.4% |
| 6M | +11.2% | +8.2% | +3.0% | +8.1% |
| YTD | +5.6% | +29.9% | -24.4% | +0.5% |
| 1Y | +7.7% | +24.4% | -16.7% | +2.5% |
| All | +5.2% | +311.3% | -306.1% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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