+36.3%
DIS vs ALM
+2,040.7%
-2,004.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.3% | +0.4% |
| 7D | +4.4% | -6.3% | +10.7% | +4.7% |
| 30D | +10.3% | -31.4% | +41.8% | +12.0% |
| 3M | +15.5% | -40.6% | +56.1% | +17.6% |
| 6M | +11.2% | -58.6% | +69.8% | +14.4% |
| YTD | +5.6% | -7.6% | +13.2% | +4.3% |
| 1Y | +7.7% | +13.8% | -6.1% | +5.3% |
| 3Y | +39.3% | +842.1% | -802.8% | +20.7% |
| 5Y | -29.5% | +407.4% | -436.9% | -38.2% |
| 10Y | +36.3% | +2,079.4% | -2,043.1% | +10.7% |
| All | +36.3% | +2,040.7% | -2,004.4% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling