+21.2%
DIS vs AME
+421.6%
-400.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -1.1% | +2.8% | -3.9% | -2.7% |
| 30D | +0.1% | -6.3% | +6.4% | +3.8% |
| 3M | +7.1% | +5.4% | +1.7% | +2.9% |
| 6M | +4.3% | +7.4% | -3.2% | -1.4% |
| YTD | -6.9% | +16.2% | -23.1% | -16.3% |
| 1Y | -10.3% | +26.8% | -37.1% | -23.8% |
| 3Y | +32.8% | +57.5% | -24.7% | -3.3% |
| 5Y | -41.5% | +84.8% | -126.3% | -61.9% |
| 10Y | +21.2% | +424.3% | -403.1% | -48.2% |
| All | +21.2% | +421.6% | -400.4% | -48.2% |
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