+61.4%
AMAT vs DKS
-29.5%
+90.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.7% | -11.0% | -3.8% |
| 7D | -11.2% | +8.4% | -19.6% | -11.8% |
| 30D | -31.9% | +7.7% | -39.6% | -32.4% |
| 3M | -32.3% | -25.8% | -6.6% | -29.5% |
| 6M | -5.4% | -31.0% | +25.6% | -0.8% |
| YTD | +44.3% | -23.8% | +68.0% | +45.0% |
| 1Y | +61.4% | -29.8% | +91.2% | +65.0% |
| All | +61.4% | -29.5% | +90.8% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling