-7.3%
DIS vs AMCR
+11.5%
-18.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -1.3% | -5.0% | +3.7% | +0.4% |
| 30D | +2.2% | -8.0% | +10.2% | +5.0% |
| 3M | +8.1% | +14.3% | -6.1% | +3.6% |
| 6M | +5.2% | +5.3% | -0.1% | +2.3% |
| YTD | -6.3% | +7.7% | -14.0% | -8.7% |
| 1Y | -7.3% | +10.8% | -18.1% | -9.3% |
| All | -7.3% | +11.5% | -18.8% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling