+966.2%
DIS vs ALB
+2,194.2%
-1,228.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.0% | -2.4% |
| 7D | +5.7% | +5.5% | +0.2% | +4.2% |
| 30D | +12.7% | -7.5% | +20.2% | +14.7% |
| 3M | +15.2% | -16.9% | +32.1% | +19.9% |
| 6M | +17.6% | -49.2% | +66.8% | +37.5% |
| YTD | +3.8% | -29.9% | +33.7% | +9.4% |
| 1Y | +6.8% | +8.2% | -1.4% | -0.3% |
| 3Y | +42.1% | -19.4% | +61.5% | +30.2% |
| 5Y | -31.2% | -61.6% | +30.5% | -25.9% |
| 10Y | +37.6% | +34.6% | +3.0% | -7.6% |
| All | +966.2% | +2,194.2% | -1,228.0% | +279.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling