+12.2%
DIS vs AME
+24.0%
-11.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +1.9% | +5.9% | -4.0% | +1.2% |
| 30D | +9.2% | -1.9% | +11.1% | +9.2% |
| 3M | +13.5% | -5.4% | +18.9% | +14.6% |
| 6M | +14.3% | +4.9% | +9.4% | +11.2% |
| YTD | +5.4% | +18.5% | -13.1% | -1.6% |
| 1Y | +12.2% | +25.5% | -13.3% | +2.3% |
| All | +12.2% | +24.0% | -11.9% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling