+539.6%
DIS vs ALNY
+2,605.6%
-2,066.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.7% | 0.0% |
| 7D | +1.9% | +5.8% | -3.9% | +1.2% |
| 30D | +9.2% | -26.5% | +35.6% | +12.4% |
| 3M | +13.5% | -27.3% | +40.9% | +16.9% |
| 6M | +14.3% | -43.4% | +57.7% | +20.3% |
| YTD | +5.4% | -58.5% | +63.9% | +14.7% |
| 1Y | +12.2% | -63.6% | +75.8% | +23.9% |
| 3Y | +37.2% | 0.0% | +37.2% | +31.4% |
| 5Y | -23.1% | -3.4% | -19.7% | -27.7% |
| 10Y | +32.2% | +254.6% | -222.4% | -0.3% |
| All | +539.6% | +2,605.6% | -2,066.0% | +222.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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