-31.9%
DIS vs AME
+66.2%
-98.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.7% |
| 7D | +5.2% | -5.2% | +10.4% | +7.7% |
| 30D | +11.5% | -8.0% | +19.5% | +15.6% |
| 3M | +11.5% | -8.9% | +20.4% | +15.9% |
| 6M | +8.9% | -5.0% | +13.9% | +9.8% |
| YTD | +3.4% | +11.9% | -8.5% | -6.0% |
| 1Y | +7.2% | +16.6% | -9.4% | -5.1% |
| 3Y | +43.3% | +62.5% | -19.2% | -1.3% |
| All | -31.9% | +66.2% | -98.2% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling