-31.9%
DIS vs ALM
+396.4%
-428.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | +5.2% | -6.7% | +11.9% | +5.5% |
| 30D | +11.5% | -32.9% | +44.3% | +13.3% |
| 3M | +11.5% | -39.5% | +51.0% | +13.5% |
| 6M | +8.9% | -62.0% | +70.9% | +12.7% |
| YTD | +3.4% | -7.8% | +11.2% | +2.0% |
| 1Y | +7.2% | +26.7% | -19.5% | +3.9% |
| 3Y | +43.3% | +825.4% | -782.0% | +21.7% |
| All | -31.9% | +396.4% | -428.3% | -40.8% |
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