-41.1%
DIS vs ALB
-44.4%
+3.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -1.0% |
| 7D | -2.6% | -8.1% | +5.5% | -1.2% |
| 30D | +3.5% | +6.3% | -2.8% | +2.3% |
| 3M | +6.8% | -23.6% | +30.4% | +11.2% |
| 6M | +3.0% | -24.6% | +27.6% | +6.5% |
| YTD | -6.7% | -10.3% | +3.5% | -7.2% |
| 1Y | -10.1% | +61.5% | -71.5% | -21.1% |
| 3Y | +33.0% | -34.0% | +67.0% | +34.1% |
| All | -41.1% | -44.4% | +3.3% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling