+5.7%
DIS vs ALAB
+35.8%
-30.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.8% | -6.4% | +0.5% |
| 7D | +0.6% | +3.4% | -2.8% | +0.6% |
| 30D | +10.3% | -28.8% | +39.0% | +9.7% |
| 3M | +15.6% | -26.0% | +41.6% | +15.2% |
| 6M | +15.1% | +11.4% | +3.8% | +12.5% |
| YTD | +6.0% | +38.8% | -32.8% | +0.8% |
| 1Y | +5.7% | +37.8% | -32.1% | 0.0% |
| All | +5.7% | +35.8% | -30.1% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling