+7.2%
DIS vs AMC
+24.6%
-17.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | +5.2% | +2.6% | +2.6% | +5.0% |
| 30D | +11.5% | +9.0% | +2.4% | +10.7% |
| 3M | +11.5% | +22.2% | -10.6% | +9.6% |
| 6M | +8.9% | +91.5% | -82.6% | +0.6% |
| YTD | +3.4% | +101.3% | -97.9% | -6.1% |
| 1Y | +7.2% | +20.8% | -13.6% | +8.6% |
| All | +7.2% | +24.6% | -17.4% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling