+6,074.8%
AME vs DKS
+6,292.4%
-217.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +0.6% | +3.0% | -2.4% | -0.1% |
| 30D | -6.7% | -30.5% | +23.8% | +0.2% |
| 3M | +4.1% | -35.7% | +39.8% | +13.7% |
| 6M | +1.6% | -29.7% | +31.3% | +8.1% |
| YTD | +16.1% | -28.9% | +45.0% | +23.0% |
| 1Y | +27.3% | -35.9% | +63.2% | +37.7% |
| 3Y | +50.9% | +28.2% | +22.7% | +31.5% |
| 5Y | +81.4% | +11.8% | +69.6% | +54.9% |
| 10Y | +417.0% | +211.6% | +205.4% | +193.3% |
| All | +6,074.8% | +6,292.4% | -217.7% | +1,788.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling