+169.5%
DIS vs AMCR
+100.2%
+69.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -2.6% | -1.9% | -0.7% | -2.0% |
| 30D | +3.5% | -4.1% | +7.6% | +4.8% |
| 3M | +6.8% | +21.7% | -14.9% | +0.3% |
| 6M | +3.0% | +1.5% | +1.5% | +1.9% |
| YTD | -6.7% | +13.1% | -19.9% | -11.0% |
| 1Y | -10.1% | +13.0% | -23.1% | -14.3% |
| 3Y | +33.0% | +6.9% | +26.1% | +27.2% |
| 5Y | -40.0% | -10.5% | -29.5% | -39.5% |
| 10Y | +21.1% | +20.9% | +0.2% | +7.4% |
| All | +169.5% | +100.2% | +69.3% | +143.7% |
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