+77.5%
AME vs DKS
+25.2%
+52.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.0% |
| 7D | +8.1% | +3.3% | +4.8% | +7.5% |
| 30D | -3.8% | +5.9% | -9.7% | -4.9% |
| 3M | -6.6% | -27.4% | +20.8% | -2.8% |
| 6M | +4.6% | -32.6% | +37.2% | +10.0% |
| YTD | +17.9% | -24.8% | +42.8% | +21.3% |
| 1Y | +23.2% | -32.8% | +56.1% | +29.2% |
| 3Y | +62.9% | +39.1% | +23.9% | +46.9% |
| 5Y | +77.5% | +25.0% | +52.5% | +51.3% |
| All | +77.5% | +25.2% | +52.3% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling