+416.2%
AME vs DKS
+199.2%
+217.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | 0.0% | -4.7% | +4.8% | +1.0% |
| 30D | -8.6% | -35.1% | +26.5% | -1.8% |
| 3M | +5.8% | -37.7% | +43.5% | +14.4% |
| 6M | +3.8% | -30.7% | +34.6% | +9.6% |
| YTD | +14.4% | -31.9% | +46.4% | +21.0% |
| 1Y | +25.8% | -40.0% | +65.8% | +36.0% |
| 3Y | +55.2% | +28.4% | +26.8% | +39.0% |
| 5Y | +85.5% | +12.4% | +73.1% | +63.2% |
| All | +416.2% | +199.2% | +217.0% | +216.3% |
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