+58.5%
AMAT vs DKS
-31.4%
+89.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.9% | +6.5% | +10.8% |
| 7D | -1.1% | +3.8% | -4.9% | -1.3% |
| 30D | -26.9% | +8.1% | -35.0% | -27.5% |
| 3M | -31.2% | -28.6% | -2.6% | -27.6% |
| 6M | -14.7% | -33.6% | +18.9% | -9.2% |
| YTD | +44.7% | -23.8% | +68.5% | +45.6% |
| All | +58.5% | -31.4% | +89.9% | +62.6% |
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