+43.3%
AMAT vs DIS
+6.5%
+36.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.1% |
| 7D | -14.7% | +5.2% | -19.9% | -13.6% |
| 30D | -36.1% | +11.5% | -47.6% | -34.5% |
| 3M | -36.9% | +11.5% | -48.4% | -35.3% |
| 6M | -22.2% | +8.9% | -31.1% | -18.0% |
| YTD | +29.9% | +3.4% | +26.5% | +34.9% |
| 1Y | +43.3% | +7.2% | +36.1% | +47.5% |
| All | +43.3% | +6.5% | +36.7% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling