-98.9%
AMC vs DKS
+196.9%
-295.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.9% | +1.5% | -1.2% |
| 7D | -0.8% | -0.4% | -0.3% | -0.6% |
| 30D | -1.2% | -36.6% | +35.5% | +17.0% |
| 3M | +42.2% | -37.6% | +79.8% | +69.5% |
| 6M | +118.8% | -32.1% | +150.9% | +148.0% |
| YTD | +64.1% | -32.3% | +96.4% | +85.7% |
| 1Y | -9.5% | -39.5% | +29.9% | +6.5% |
| 3Y | -64.3% | +27.7% | -92.0% | -74.7% |
| 5Y | -99.5% | +15.0% | -114.5% | -99.6% |
| 10Y | -98.9% | +192.6% | -291.5% | -99.6% |
| All | -98.9% | +196.9% | -295.8% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling