+1,162.1%
AMAT vs DIS
+35.1%
+1,127.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | -14.7% | +5.2% | -19.9% | -17.1% |
| 30D | -36.1% | +11.5% | -47.6% | -39.9% |
| 3M | -36.9% | +11.5% | -48.4% | -41.2% |
| 6M | -22.2% | +8.9% | -31.1% | -27.6% |
| YTD | +29.9% | +3.4% | +26.5% | +23.6% |
| 1Y | +43.3% | +7.2% | +36.1% | +32.8% |
| 3Y | +142.7% | +43.3% | +99.3% | +80.3% |
| 5Y | +126.2% | -31.4% | +157.7% | +160.9% |
| All | +1,162.1% | +35.1% | +1,127.0% | +827.6% |
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