+5.8%
AMCR vs DKS
+29.1%
-23.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | -6.3% | -3.0% | -3.3% | -5.8% |
| 30D | -7.8% | -33.4% | +25.6% | -2.6% |
| 3M | +7.5% | -39.4% | +46.9% | +15.3% |
| 6M | +2.7% | -30.1% | +32.8% | +7.6% |
| YTD | +6.0% | -31.0% | +37.0% | +11.2% |
| 1Y | +7.8% | -40.2% | +48.0% | +15.0% |
| 3Y | +5.8% | +30.9% | -25.2% | -11.8% |
| All | +5.8% | +29.1% | -23.4% | -11.8% |
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