+31.9%
DIS vs AME
+444.5%
-412.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +1.9% | +5.9% | -4.0% | -1.4% |
| 30D | +9.2% | -1.9% | +11.1% | +9.7% |
| 3M | +13.5% | -5.4% | +18.9% | +16.0% |
| 6M | +14.3% | +4.9% | +9.4% | +9.0% |
| YTD | +5.4% | +18.5% | -13.1% | -7.3% |
| 1Y | +12.2% | +25.5% | -13.3% | -4.8% |
| 3Y | +37.2% | +63.0% | -25.8% | -3.2% |
| 5Y | -23.1% | +78.3% | -101.4% | -49.4% |
| All | +31.9% | +444.5% | -412.6% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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