+14.6%
AMCR vs DKS
+206.3%
-191.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.0% |
| 7D | -6.3% | -2.0% | -4.2% | -5.9% |
| 30D | -7.8% | -32.7% | +24.9% | -2.2% |
| 3M | +7.5% | -38.8% | +46.3% | +16.0% |
| 6M | +2.7% | -29.4% | +32.1% | +7.8% |
| YTD | +6.0% | -30.3% | +36.3% | +11.4% |
| 1Y | +7.8% | -39.6% | +47.4% | +15.8% |
| 3Y | +5.8% | +32.2% | -26.4% | -4.7% |
| 5Y | -11.6% | +15.1% | -26.7% | -21.4% |
| All | +14.6% | +206.3% | -191.7% | -28.1% |
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 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