+440.7%
AME vs DKS
+226.4%
+214.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.3% | -0.1% |
| 7D | +5.9% | +6.3% | -0.4% | +4.6% |
| 30D | -1.9% | +9.3% | -11.2% | -3.9% |
| 3M | -5.4% | -25.3% | +19.9% | -1.5% |
| 6M | +4.9% | -29.2% | +34.1% | +10.0% |
| YTD | +18.5% | -22.7% | +41.2% | +21.7% |
| 1Y | +25.5% | -30.1% | +55.6% | +31.4% |
| 3Y | +63.0% | +45.6% | +17.4% | +42.1% |
| 5Y | +78.3% | +28.5% | +49.8% | +52.6% |
| All | +440.7% | +226.4% | +214.3% | +216.0% |
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