+3.1%
DIS vs ALAB
+262.8%
-259.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.7% | -0.6% |
| 7D | +5.2% | -26.3% | +31.5% | +6.0% |
| 30D | +11.5% | -50.1% | +61.6% | +13.5% |
| 3M | +11.5% | -42.5% | +54.0% | +12.9% |
| 6M | +8.9% | -10.8% | +19.7% | +6.7% |
| YTD | +3.4% | +14.6% | -11.2% | -1.2% |
| 1Y | +7.2% | +17.1% | -9.9% | +2.0% |
| All | +3.1% | +262.8% | -259.8% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling