+21.9%
DIS vs AMC
-98.9%
+120.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.1% | -1.9% |
| 7D | -2.6% | +2.3% | -4.9% | -2.7% |
| 30D | +3.5% | -0.7% | +4.2% | +3.5% |
| 3M | +6.8% | +35.2% | -28.4% | +5.3% |
| 6M | +3.0% | +124.6% | -121.6% | -0.4% |
| YTD | -6.7% | +69.9% | -76.6% | -9.1% |
| 1Y | -10.1% | -2.6% | -7.5% | -10.9% |
| 3Y | +33.0% | -79.8% | +112.8% | +34.9% |
| 5Y | -40.0% | -99.4% | +59.4% | -35.4% |
| All | +21.9% | -98.9% | +120.7% | +17.8% |
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