+160.4%
AMAT vs DKS
+40.7%
+119.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -2.9% |
| 7D | +19.3% | +3.3% | +16.1% | +18.4% |
| 30D | -17.9% | +5.9% | -23.8% | -19.5% |
| 3M | -30.4% | -27.4% | -3.0% | -25.1% |
| 6M | -11.4% | -32.6% | +21.2% | -3.3% |
| YTD | +48.8% | -24.8% | +73.6% | +55.3% |
| 1Y | +66.0% | -32.8% | +98.9% | +80.3% |
| All | +160.4% | +40.7% | +119.7% | +142.9% |
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