+5,158.4%
AMAT vs DKS
+6,292.4%
-1,134.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.8% | +4.4% |
| 7D | -1.5% | +3.0% | -4.5% | -2.4% |
| 30D | -14.8% | -30.5% | +15.7% | -7.1% |
| 3M | -9.3% | -35.7% | +26.4% | +0.8% |
| 6M | +27.4% | -29.7% | +57.1% | +37.2% |
| YTD | +77.6% | -28.9% | +106.4% | +90.4% |
| 1Y | +188.9% | -35.9% | +224.8% | +219.1% |
| 3Y | +202.3% | +28.2% | +174.1% | +161.2% |
| 5Y | +248.9% | +11.8% | +237.1% | +200.5% |
| 10Y | +1,585.2% | +211.6% | +1,373.6% | +826.8% |
| All | +5,158.4% | +6,292.4% | -1,134.0% | +1,157.2% |
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