-9.1%
DIS vs AMRZ
-17.3%
+8.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.0% | +0.6% |
| 7D | -1.1% | -2.0% | +0.9% | -0.7% |
| 30D | +0.1% | -9.8% | +10.0% | +2.2% |
| 3M | +7.1% | -17.2% | +24.3% | +10.7% |
| 6M | +4.3% | -26.9% | +31.2% | +10.3% |
| YTD | -6.9% | -21.5% | +14.5% | -3.1% |
| 1Y | -10.3% | -22.9% | +12.6% | -6.5% |
| All | -9.1% | -17.3% | +8.2% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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