-41.5%
DIS vs AMP
+122.1%
-163.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -1.1% | +2.6% | -3.7% | -2.5% |
| 30D | +0.1% | +0.8% | -0.7% | -0.4% |
| 3M | +7.1% | +24.3% | -17.2% | -5.1% |
| 6M | +4.3% | +20.6% | -16.3% | -6.4% |
| YTD | -6.9% | +14.6% | -21.6% | -14.7% |
| 1Y | -10.3% | +14.5% | -24.9% | -18.0% |
| 3Y | +32.8% | +67.9% | -35.1% | -5.1% |
| 5Y | -41.5% | +122.5% | -164.0% | -66.8% |
| All | -41.5% | +122.1% | -163.5% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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