+39.3%
DIS vs ALB
-13.3%
+52.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.5% |
| 7D | +4.4% | +5.3% | -0.9% | +3.8% |
| 30D | +10.3% | -6.3% | +16.6% | +11.0% |
| 3M | +15.5% | -27.4% | +42.9% | +19.5% |
| 6M | +11.2% | -53.1% | +64.3% | +20.7% |
| YTD | +5.6% | -32.3% | +37.9% | +8.4% |
| 1Y | +7.7% | -7.3% | +15.0% | +5.9% |
| 3Y | +39.3% | -14.9% | +54.2% | +28.2% |
| All | +39.3% | -13.3% | +52.6% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling