+17.6%
DIS vs ALM
-60.3%
+77.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.6% | +8.1% | -1.4% |
| 7D | +5.7% | -14.5% | +20.2% | +5.7% |
| 30D | +12.7% | -39.0% | +51.7% | +12.7% |
| 3M | +15.2% | -40.3% | +55.5% | +14.8% |
| 6M | +17.6% | -60.3% | +77.9% | +18.4% |
| All | +17.6% | -60.3% | +77.9% | +18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling