+203.0%
AMAT vs DIS
+33.4%
+169.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.8% |
| 7D | -1.5% | -2.6% | +1.1% | -0.8% |
| 30D | -14.8% | +3.5% | -18.3% | -15.9% |
| 3M | -9.3% | +6.8% | -16.1% | -11.9% |
| 6M | +27.4% | +3.0% | +24.4% | +25.0% |
| YTD | +77.6% | -6.7% | +84.3% | +80.3% |
| 1Y | +188.9% | -10.1% | +199.0% | +197.2% |
| All | +203.0% | +33.4% | +169.6% | +159.3% |
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