+106.2%
DIS vs ALM
+3,431.9%
-3,325.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.9% |
| 3M | +15.2% | -40.3% | +55.5% | +15.4% |
| 6M | +17.6% | -60.3% | +77.9% | +17.9% |
| YTD | +3.8% | -9.8% | +13.6% | +3.8% |
| 1Y | +6.8% | +30.8% | -24.0% | +6.6% |
| 3Y | +42.1% | +772.4% | -730.3% | +40.8% |
| 5Y | -31.2% | +390.7% | -421.9% | -31.8% |
| 10Y | +37.6% | +2,028.5% | -1,990.9% | +35.8% |
| All | +106.2% | +3,431.9% | -3,325.7% | +101.7% |
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