+142.7%
AMAT vs DKS
+31.1%
+111.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -14.7% | -2.1% | -12.6% | -14.2% |
| 30D | -36.1% | +7.3% | -43.4% | -37.6% |
| 3M | -36.9% | -28.4% | -8.4% | -32.1% |
| 6M | -22.2% | -36.9% | +14.7% | -13.3% |
| YTD | +29.9% | -27.3% | +57.2% | +36.8% |
| 1Y | +43.3% | -33.2% | +76.5% | +55.2% |
| 3Y | +142.7% | +32.2% | +110.5% | +128.0% |
| All | +142.7% | +31.1% | +111.6% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling