-98.8%
AMC vs DKS
+217.6%
-316.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.2% |
| 7D | +8.4% | +3.3% | +5.2% | +7.0% |
| 30D | +9.2% | +5.9% | +3.3% | +6.3% |
| 3M | +32.0% | -27.4% | +59.5% | +46.7% |
| 6M | +149.3% | -32.6% | +181.9% | +182.8% |
| YTD | +114.1% | -24.8% | +138.9% | +130.2% |
| 1Y | +35.8% | -32.8% | +68.6% | +53.5% |
| 3Y | -58.3% | +39.1% | -97.4% | -71.5% |
| 5Y | -99.2% | +25.0% | -124.2% | -99.4% |
| All | -98.8% | +217.6% | -316.4% | -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