-23.9%
DIS vs ALC
-10.6%
-13.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +1.2% |
| 7D | +0.6% | -6.3% | +6.9% | +3.0% |
| 30D | +10.3% | +12.6% | -2.3% | +5.6% |
| 3M | +15.6% | -3.8% | +19.4% | +17.0% |
| 6M | +15.1% | +16.8% | -1.7% | +8.3% |
| YTD | +6.0% | -7.6% | +13.6% | +8.0% |
| 1Y | +5.7% | -5.9% | +11.6% | +6.7% |
| 3Y | +39.8% | +0.6% | +39.2% | +31.4% |
| 5Y | -23.9% | -9.5% | -14.4% | -27.4% |
| All | -23.9% | -10.6% | -13.3% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling