+4.7%
DIS vs ALC
+34.7%
-29.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | +5.7% | +7.6% | -1.9% | +2.5% |
| 30D | +12.7% | +21.1% | -8.5% | +4.0% |
| 3M | +15.2% | +8.5% | +6.7% | +11.1% |
| 6M | +17.6% | +2.8% | +14.7% | +14.7% |
| YTD | +3.8% | -2.4% | +6.2% | +3.5% |
| 1Y | +6.8% | +3.5% | +3.3% | +3.6% |
| 3Y | +42.1% | +4.2% | +37.9% | +32.1% |
| 5Y | -31.2% | -9.0% | -22.2% | -32.9% |
| All | +4.7% | +34.7% | -29.9% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling