+22.3%
DIS vs AMCR
+16.8%
+5.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.3% |
| 7D | -3.5% | -6.3% | +2.8% | -0.9% |
| 30D | +1.0% | -7.1% | +8.1% | +4.1% |
| 3M | +5.7% | +12.7% | -7.0% | +0.3% |
| 6M | +3.3% | +5.2% | -1.9% | +0.3% |
| YTD | -7.7% | +8.1% | -15.8% | -11.8% |
| 1Y | -10.0% | +11.7% | -21.7% | -15.4% |
| 3Y | +31.7% | +9.9% | +21.8% | +21.4% |
| 5Y | -42.2% | -8.7% | -33.5% | -42.2% |
| 10Y | +22.3% | +16.8% | +5.5% | +0.3% |
| All | +22.3% | +16.8% | +5.5% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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