-41.1%
DIS vs ALLE
+13.7%
-54.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.2% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | +3.5% | -6.8% | +10.3% | +6.8% |
| 3M | +6.8% | +21.0% | -14.2% | -3.0% |
| 6M | +3.0% | +1.1% | +1.9% | +1.7% |
| YTD | -6.7% | -0.5% | -6.2% | -7.7% |
| 1Y | -10.1% | -7.3% | -2.8% | -7.9% |
| 3Y | +33.0% | +42.3% | -9.2% | +7.8% |
| All | -41.1% | +13.7% | -54.8% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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