+3,747.6%
AMAT vs DKS
+6,430.5%
-2,682.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -37.8% |
| 3M | -36.9% | -28.4% | -8.4% | -32.3% |
| 6M | -22.2% | -36.9% | +14.7% | -13.8% |
| YTD | +29.9% | -27.3% | +57.2% | +37.4% |
| 1Y | +43.3% | -33.2% | +76.5% | +55.2% |
| 3Y | +142.7% | +32.2% | +110.5% | +106.7% |
| 5Y | +126.2% | +22.3% | +103.9% | +88.9% |
| 10Y | +1,211.7% | +230.5% | +981.3% | +603.1% |
| All | +3,747.6% | +6,430.5% | -2,682.9% | +806.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling