+43.3%
DIS vs ALB
-16.8%
+60.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +5.2% | +9.1% | -3.8% | +4.2% |
| 30D | +11.5% | -3.4% | +14.9% | +11.8% |
| 3M | +11.5% | -20.6% | +32.1% | +14.1% |
| 6M | +8.9% | -48.2% | +57.0% | +16.6% |
| YTD | +3.4% | -29.2% | +32.6% | +5.6% |
| 1Y | +7.2% | +10.0% | -2.8% | +3.2% |
| 3Y | +43.3% | -12.9% | +56.2% | +32.9% |
| All | +43.3% | -16.8% | +60.1% | +32.9% |
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 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