-97.7%
AMC vs DKS
+247.6%
-345.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +2.6% | -2.1% | +4.7% | +3.7% |
| 30D | +9.0% | +7.3% | +1.7% | +5.6% |
| 3M | +22.2% | -28.4% | +50.6% | +35.4% |
| 6M | +91.5% | -36.9% | +128.3% | +122.3% |
| YTD | +101.3% | -27.3% | +128.6% | +118.8% |
| 1Y | +20.8% | -33.2% | +54.0% | +35.9% |
| 3Y | -71.3% | +32.2% | -103.5% | -79.3% |
| 5Y | -99.2% | +22.3% | -121.5% | -99.5% |
| 10Y | -98.7% | +230.5% | -329.2% | -99.5% |
| All | -97.7% | +247.6% | -345.3% | -99.2% |
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