+34.2%
DIS vs AMC
-98.7%
+132.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | +5.2% | +2.6% | +2.6% | +5.1% |
| 30D | +11.5% | +9.0% | +2.4% | +11.1% |
| 3M | +11.5% | +22.2% | -10.6% | +10.7% |
| 6M | +8.9% | +91.5% | -82.6% | +5.9% |
| YTD | +3.4% | +101.3% | -97.9% | +0.2% |
| 1Y | +7.2% | +20.8% | -13.6% | +5.5% |
| 3Y | +43.3% | -71.3% | +114.6% | +44.3% |
| 5Y | -31.4% | -99.2% | +67.8% | -26.7% |
| All | +34.2% | -98.7% | +132.9% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling