+1,425.2%
AMAT vs DKS
+235.2%
+1,190.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.3% | +6.1% |
| 7D | +7.0% | +1.3% | +5.6% | +6.8% |
| 30D | -20.6% | +8.9% | -29.5% | -22.7% |
| 3M | -24.8% | -26.4% | +1.6% | -20.1% |
| 6M | -10.7% | -31.1% | +20.3% | -4.2% |
| YTD | +54.3% | -22.8% | +77.1% | +59.9% |
| 1Y | +73.7% | -29.5% | +103.2% | +84.5% |
| 3Y | +168.4% | +42.8% | +125.6% | +128.8% |
| 5Y | +167.6% | +29.2% | +138.4% | +123.4% |
| 10Y | +1,425.2% | +235.0% | +1,190.2% | +740.3% |
| All | +1,425.2% | +235.2% | +1,190.0% | +740.3% |
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