+132.8%
AMAT vs DIS
+42.1%
+90.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.5% | -12.1% | -13.2% |
| 7D | -24.3% | +5.7% | -30.0% | -25.2% |
| 30D | -39.8% | +12.7% | -52.5% | -41.5% |
| 3M | -40.2% | +15.2% | -55.4% | -42.6% |
| 6M | -22.1% | +17.6% | -39.7% | -26.4% |
| YTD | +24.7% | +3.8% | +20.8% | +23.2% |
| 1Y | +33.3% | +6.8% | +26.5% | +29.8% |
| All | +132.8% | +42.1% | +90.7% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling