+1,315.3%
AMAT vs DKS
+244.9%
+1,070.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.9% | +6.5% | +10.0% |
| 7D | -1.1% | +3.8% | -4.9% | -2.0% |
| 30D | -26.9% | +8.1% | -35.0% | -28.7% |
| 3M | -31.2% | -28.6% | -2.6% | -26.4% |
| 6M | -14.7% | -33.6% | +18.9% | -7.5% |
| YTD | +44.7% | -23.8% | +68.5% | +50.5% |
| 1Y | +62.0% | -30.7% | +92.7% | +72.9% |
| 3Y | +165.0% | +41.5% | +123.4% | +126.5% |
| 5Y | +147.1% | +23.0% | +124.1% | +108.9% |
| 10Y | +1,315.3% | +236.0% | +1,079.3% | +680.5% |
| All | +1,315.3% | +244.9% | +1,070.3% | +680.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling