-40.2%
AMAT vs DIS
+14.9%
-55.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.5% | -12.1% | -14.8% |
| 7D | -24.3% | +5.7% | -30.0% | -19.6% |
| 30D | -39.8% | +12.7% | -52.5% | -31.9% |
| 3M | -40.2% | +15.2% | -55.4% | -31.0% |
| All | -40.2% | +14.9% | -55.1% | -31.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling