+85.3%
DIS vs ALM
+7,705.7%
-7,620.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.7% |
| 7D | -2.6% | -2.6% | 0.0% | -2.6% |
| 30D | +3.5% | +32.0% | -28.5% | +3.4% |
| 3M | +6.8% | -15.0% | +21.9% | +6.8% |
| 6M | +3.0% | -10.1% | +13.1% | +2.9% |
| YTD | -6.7% | +99.4% | -106.2% | -7.0% |
| 1Y | -10.1% | +316.4% | -326.4% | -10.6% |
| 3Y | +33.0% | +2,022.0% | -1,988.9% | +31.3% |
| 5Y | -40.0% | +941.2% | -981.2% | -40.7% |
| 10Y | +21.1% | +2,950.3% | -2,929.3% | +19.2% |
| All | +85.3% | +7,705.7% | -7,620.5% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling