+33.8%
DIS vs AMC
-79.6%
+113.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.6% |
| 6M | +3.0% | +124.6% | -121.6% | -2.0% |
| YTD | -6.7% | +69.9% | -76.6% | -10.3% |
| 1Y | -10.1% | -2.6% | -7.5% | -11.7% |
| All | +33.8% | -79.6% | +113.4% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling