+153.1%
AMAT vs DIS
+36.4%
+116.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -2.5% | +4.4% | -6.9% | -3.4% |
| 30D | -26.5% | +10.3% | -36.9% | -28.3% |
| 3M | -28.6% | +15.5% | -44.1% | -31.6% |
| 6M | -14.2% | +11.2% | -25.5% | -16.9% |
| YTD | +45.5% | +5.6% | +39.9% | +43.1% |
| 1Y | +59.3% | +7.7% | +51.6% | +54.9% |
| 3Y | +153.1% | +39.3% | +113.8% | +101.7% |
| All | +153.1% | +36.4% | +116.7% | +101.7% |
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