+325.4%
DIS vs AMT
+1,473.8%
-1,148.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.4% |
| 7D | +5.7% | +4.4% | +1.3% | +4.8% |
| 30D | +12.7% | +17.7% | -5.0% | +8.9% |
| 3M | +15.2% | +16.7% | -1.5% | +11.6% |
| 6M | +17.6% | +11.1% | +6.4% | +14.7% |
| YTD | +3.8% | +13.9% | -10.1% | +0.6% |
| 1Y | +6.8% | +12.5% | -5.7% | +3.7% |
| 3Y | +42.1% | +13.2% | +29.0% | +35.7% |
| 5Y | -31.2% | -17.9% | -13.3% | -30.4% |
| 10Y | +37.6% | +122.8% | -85.2% | +12.9% |
| All | +325.4% | +1,473.8% | -1,148.4% | +111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling