+5.7%
DIS vs AMC
+39.6%
-33.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.5% |
| 7D | +0.6% | -2.8% | +3.4% | +0.7% |
| 30D | +10.3% | +14.0% | -3.7% | +9.1% |
| 3M | +15.6% | +42.5% | -26.9% | +12.2% |
| 6M | +15.1% | +142.6% | -127.4% | +3.4% |
| YTD | +6.0% | +119.2% | -113.3% | -4.7% |
| 1Y | +5.7% | +40.7% | -35.1% | +5.9% |
| All | +5.7% | +39.6% | -33.9% | +5.9% |
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