-58.9%
AMC vs DKS
+44.7%
-103.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.5% | -3.2% |
| 7D | +3.5% | +6.3% | -2.8% | +2.5% |
| 30D | +12.5% | +9.3% | +3.2% | +10.9% |
| 3M | +23.6% | -25.3% | +48.9% | +28.0% |
| 6M | +144.4% | -29.2% | +173.6% | +154.3% |
| YTD | +108.3% | -22.7% | +131.1% | +113.7% |
| 1Y | +38.9% | -30.1% | +69.0% | +44.5% |
| 3Y | -58.9% | +45.6% | -104.5% | -74.1% |
| All | -58.9% | +44.7% | -103.5% | -74.1% |
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