+43.9%
DIS vs AMC
-72.0%
+115.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.5% | +11.0% | -0.8% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | +12.7% | +4.4% | +8.3% | +12.4% |
| 3M | +15.2% | +15.4% | -0.2% | +14.2% |
| 6M | +17.6% | +93.7% | -76.2% | +12.5% |
| YTD | +3.8% | +97.4% | -93.6% | -1.1% |
| 1Y | +6.8% | +23.2% | -16.4% | +3.6% |
| All | +43.9% | -72.0% | +115.9% | +30.9% |
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 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