+32.9%
DIS vs ALB
+35.3%
-2.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.3% |
| 30D | +10.3% | -2.6% | +12.9% | +10.7% |
| 3M | +15.6% | -25.6% | +41.1% | +21.9% |
| 6M | +15.1% | -54.0% | +69.2% | +33.1% |
| YTD | +6.0% | -31.6% | +37.6% | +10.9% |
| 1Y | +5.7% | -6.6% | +12.2% | +3.0% |
| 3Y | +39.8% | -14.0% | +53.8% | +27.6% |
| 5Y | -23.9% | -62.5% | +38.7% | -17.4% |
| 10Y | +32.9% | +36.3% | -3.4% | -7.2% |
| All | +32.9% | +35.3% | -2.4% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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