+282.2%
DIS vs AMT
+1,311.4%
-1,029.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.5% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | +3.5% | +4.6% | -1.1% | +2.6% |
| 3M | +6.8% | -8.4% | +15.3% | +8.6% |
| 6M | +3.0% | -6.0% | +9.0% | +4.0% |
| YTD | -6.7% | +2.1% | -8.9% | -7.5% |
| 1Y | -10.1% | -6.4% | -3.7% | -9.3% |
| 3Y | +33.0% | +8.1% | +25.0% | +28.1% |
| 5Y | -40.0% | -31.9% | -8.1% | -37.0% |
| 10Y | +21.1% | +97.1% | -76.1% | +1.8% |
| All | +282.2% | +1,311.4% | -1,029.2% | +94.2% |
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