+1,321.9%
AMAT vs DIS
+32.4%
+1,289.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.4% | -3.1% |
| 7D | +11.4% | +1.9% | +9.5% | +10.4% |
| 30D | -17.0% | +9.2% | -26.2% | -21.0% |
| 3M | -30.6% | +13.5% | -44.1% | -35.9% |
| 6M | -14.9% | +14.3% | -29.2% | -22.8% |
| YTD | +44.7% | +5.4% | +39.3% | +36.4% |
| 1Y | +66.9% | +12.2% | +54.7% | +51.3% |
| 3Y | +153.3% | +37.2% | +116.1% | +94.8% |
| 5Y | +146.2% | -23.1% | +169.4% | +166.9% |
| All | +1,321.9% | +32.4% | +1,289.6% | +966.3% |
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