-31.9%
DIS vs AMT
-20.2%
-11.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.2% |
| 7D | +5.2% | +0.5% | +4.7% | +5.1% |
| 30D | +11.5% | +13.6% | -2.1% | +8.1% |
| 3M | +11.5% | +11.5% | +0.1% | +8.6% |
| 6M | +8.9% | +6.9% | +1.9% | +6.7% |
| YTD | +3.4% | +10.8% | -7.4% | +0.3% |
| 1Y | +7.2% | +10.3% | -3.1% | +4.1% |
| 3Y | +43.3% | +12.4% | +30.9% | +32.4% |
| All | -31.9% | -20.2% | -11.7% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling