+206.2%
DIS vs AMCR
+103.0%
+103.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +0.9% |
| 7D | +0.6% | -8.5% | +9.1% | +3.4% |
| 30D | +10.3% | +6.8% | +3.5% | +8.0% |
| 3M | +15.6% | -5.0% | +20.6% | +17.2% |
| 6M | +15.1% | +13.9% | +1.3% | +10.1% |
| YTD | +6.0% | +11.2% | -5.2% | +1.5% |
| 1Y | +5.7% | +11.3% | -5.6% | +1.2% |
| 3Y | +39.8% | +15.4% | +24.4% | +30.4% |
| 5Y | -23.9% | -7.7% | -16.1% | -24.0% |
| 10Y | +32.9% | +20.2% | +12.7% | +17.2% |
| All | +206.2% | +103.0% | +103.3% | +175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling