+1,587.5%
AMAT vs DIS
+20.9%
+1,566.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.3% |
| 7D | -1.5% | -2.6% | +1.1% | -0.1% |
| 30D | -14.8% | +3.5% | -18.3% | -16.9% |
| 3M | -9.3% | +6.8% | -16.1% | -14.2% |
| 6M | +27.4% | +3.0% | +24.4% | +22.6% |
| YTD | +77.6% | -6.7% | +84.3% | +79.8% |
| 1Y | +188.9% | -10.1% | +199.0% | +197.3% |
| 3Y | +202.3% | +33.0% | +169.2% | +133.9% |
| 5Y | +248.9% | -40.0% | +288.9% | +335.9% |
| All | +1,587.5% | +20.9% | +1,566.6% | +1,123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 10y: compounded portfolio wealth divided by compounded DIS 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…
10y analysis · Full analysis span regression · 6 months rolling