+2.8%
DIS vs ALB
-9.0%
+11.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | +0.9% | -3.6% | +4.4% | +1.0% |
| 30D | +8.9% | -2.9% | +11.8% | +9.0% |
| 3M | +14.5% | -25.8% | +40.4% | +16.2% |
| 6M | +12.2% | -53.6% | +65.8% | +17.3% |
| YTD | +4.7% | -32.4% | +37.1% | +6.7% |
| 1Y | +2.8% | -13.0% | +15.9% | +3.9% |
| All | +2.8% | -9.0% | +11.8% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling