+4.3%
DIS vs ALC
+31.8%
-27.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.5% |
| 7D | +5.2% | +4.9% | +0.4% | +3.1% |
| 30D | +11.5% | +19.0% | -7.5% | +3.6% |
| 3M | +11.5% | +7.8% | +3.8% | +7.8% |
| 6M | +8.9% | +14.6% | -5.7% | +2.3% |
| YTD | +3.4% | -4.4% | +7.9% | +4.0% |
| 1Y | +7.2% | +1.4% | +5.8% | +4.9% |
| 3Y | +43.3% | +2.5% | +40.8% | +34.1% |
| 5Y | -31.4% | -10.9% | -20.5% | -32.6% |
| All | +4.3% | +31.8% | -27.5% | -23.2% |
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 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