+1,458.7%
DIS vs AME
+18,709.1%
-17,250.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.3% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | +3.5% | -6.7% | +10.2% | +6.2% |
| 3M | +6.8% | +4.1% | +2.7% | +4.6% |
| 6M | +3.0% | +1.6% | +1.4% | +1.7% |
| YTD | -6.7% | +16.1% | -22.9% | -12.7% |
| 1Y | -10.1% | +27.3% | -37.4% | -19.0% |
| 3Y | +33.0% | +50.9% | -17.8% | +11.4% |
| 5Y | -40.0% | +81.4% | -121.4% | -53.2% |
| 10Y | +21.1% | +417.0% | -395.9% | -35.6% |
| All | +1,458.7% | +18,709.1% | -17,250.4% | +244.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling