+117.1%
AMAT vs DIS
-30.3%
+147.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.5% | -12.1% | -12.9% |
| 7D | -24.3% | +5.7% | -30.0% | -26.2% |
| 30D | -39.8% | +12.7% | -52.5% | -43.2% |
| 3M | -40.2% | +15.2% | -55.4% | -44.6% |
| 6M | -22.1% | +17.6% | -39.7% | -29.7% |
| YTD | +24.7% | +3.8% | +20.8% | +19.7% |
| 1Y | +33.3% | +6.8% | +26.5% | +25.4% |
| 3Y | +133.9% | +42.1% | +91.7% | +74.1% |
| 5Y | +117.1% | -31.2% | +148.2% | +117.6% |
| All | +117.1% | -30.3% | +147.4% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling