+25.8%
AME vs DKS
-38.2%
+64.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | 0.0% | -4.7% | +4.8% | +0.5% |
| 30D | -8.6% | -35.1% | +26.5% | -4.0% |
| 3M | +5.8% | -37.7% | +43.5% | +11.7% |
| 6M | +3.8% | -30.7% | +34.6% | +7.5% |
| YTD | +14.4% | -31.9% | +46.4% | +18.8% |
| 1Y | +25.8% | -40.0% | +65.8% | +32.0% |
| All | +25.8% | -38.2% | +64.0% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling