+5.2%
DIS vs ALAB
+312.6%
-307.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +13.7% | -11.7% | +1.6% |
| 7D | +5.3% | -5.6% | +10.9% | +5.4% |
| 30D | +10.2% | -36.6% | +46.9% | +11.5% |
| 3M | +13.5% | -35.1% | +48.6% | +14.6% |
| 6M | +11.1% | +8.5% | +2.6% | +8.1% |
| YTD | +5.5% | +30.4% | -24.9% | +0.4% |
| 1Y | +9.1% | +31.0% | -21.9% | +3.5% |
| All | +5.2% | +312.6% | -307.5% | -13.7% |
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