-23.9%
DIS vs ALM
+456.2%
-480.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.4% |
| 7D | +0.6% | -7.2% | +7.8% | +0.9% |
| 30D | +10.3% | -26.4% | +36.6% | +11.6% |
| 3M | +15.6% | -38.6% | +54.2% | +17.5% |
| 6M | +15.1% | -61.0% | +76.1% | +19.0% |
| YTD | +6.0% | -7.4% | +13.4% | +4.5% |
| 1Y | +5.7% | +14.0% | -8.3% | +3.0% |
| 3Y | +39.8% | +844.4% | -804.6% | +18.7% |
| 5Y | -23.9% | +410.8% | -434.7% | -33.7% |
| All | -23.9% | +456.2% | -480.1% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling