+6.9%
DIS vs ALC
+27.5%
-20.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +1.3% |
| 7D | +0.6% | -6.3% | +6.9% | +3.3% |
| 30D | +10.3% | +12.6% | -2.3% | +4.9% |
| 3M | +15.6% | -3.8% | +19.4% | +17.2% |
| 6M | +15.1% | +16.8% | -1.7% | +7.3% |
| YTD | +6.0% | -7.6% | +13.6% | +8.1% |
| 1Y | +5.7% | -5.9% | +11.6% | +6.7% |
| 3Y | +39.8% | +0.6% | +39.2% | +31.6% |
| 5Y | -23.9% | -9.5% | -14.4% | -25.9% |
| All | +6.9% | +27.5% | -20.6% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling