+36.6%
DIS vs ALM
+2,221.4%
-2,184.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.0% | +1.7% |
| 7D | +5.3% | +0.7% | +4.6% | +5.3% |
| 30D | +10.2% | -26.1% | +36.3% | +11.5% |
| 3M | +13.5% | -38.1% | +51.7% | +15.4% |
| 6M | +11.1% | -55.4% | +66.5% | +14.0% |
| YTD | +5.5% | -0.4% | +5.9% | +3.9% |
| 1Y | +9.1% | +25.4% | -16.2% | +6.2% |
| 3Y | +36.0% | +907.8% | -871.8% | +17.6% |
| 5Y | -29.8% | +440.2% | -470.0% | -38.7% |
| 10Y | +36.6% | +2,031.1% | -1,994.5% | +10.7% |
| All | +36.6% | +2,221.4% | -2,184.8% | +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