+3.0%
DIS vs ALB
-25.5%
+28.5%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -1.6% |
| 7D | -2.6% | -8.1% | +5.5% | -2.4% |
| 30D | +3.5% | +6.3% | -2.8% | +3.5% |
| 3M | +6.8% | -23.6% | +30.4% | +7.3% |
| 6M | +3.0% | -24.6% | +27.6% | +2.9% |
| All | +3.0% | -25.5% | +28.5% | +2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling