-5.9%
DIS vs ALC
+24.0%
-29.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.8% |
| 7D | -2.6% | -2.1% | -0.5% | -1.7% |
| 30D | +3.5% | -0.1% | +3.6% | +3.4% |
| 3M | +6.8% | +5.9% | +0.9% | +4.0% |
| 6M | +3.0% | -15.9% | +18.9% | +9.7% |
| YTD | -6.7% | -10.1% | +3.4% | -3.6% |
| 1Y | -10.1% | -10.2% | +0.1% | -7.3% |
| 3Y | +33.0% | -13.6% | +46.6% | +35.2% |
| 5Y | -40.0% | -15.1% | -24.9% | -39.9% |
| All | -5.9% | +24.0% | -29.9% | -28.8% |
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