-7.0%
DIS vs ALAB
+490.6%
-497.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.8% | -11.5% | -2.1% |
| 7D | -2.6% | +7.2% | -9.8% | -2.8% |
| 30D | +3.5% | -2.5% | +6.0% | +3.5% |
| 3M | +6.8% | -13.3% | +20.1% | +6.7% |
| 6M | +3.0% | +172.8% | -169.8% | -4.2% |
| YTD | -6.7% | +86.6% | -93.3% | -11.8% |
| 1Y | -10.1% | +65.2% | -75.2% | -15.0% |
| All | -7.0% | +490.6% | -497.6% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling