+31.0%
DIS vs AMT
+134.2%
-103.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.9% | -2.2% | +3.0% | +1.5% |
| 30D | +8.9% | +5.8% | +3.1% | +7.2% |
| 3M | +14.5% | +12.6% | +2.0% | +10.7% |
| 6M | +12.2% | +8.3% | +3.9% | +9.2% |
| YTD | +4.7% | +11.4% | -6.7% | +0.8% |
| 1Y | +2.8% | +7.7% | -4.9% | -0.1% |
| 3Y | +38.1% | +14.8% | +23.3% | +27.2% |
| 5Y | -23.6% | -18.0% | -5.7% | -22.5% |
| All | +31.0% | +134.2% | -103.1% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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