+195.5%
AMGN vs DKS
+203.5%
-7.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.5% |
| 7D | -13.7% | -3.0% | -10.7% | -13.4% |
| 30D | -8.8% | -33.4% | +24.6% | -5.9% |
| 3M | +7.2% | -39.4% | +46.6% | +11.6% |
| 6M | +1.3% | -30.1% | +31.4% | +3.9% |
| YTD | +17.6% | -31.0% | +48.6% | +20.8% |
| 1Y | +37.2% | -40.2% | +77.3% | +42.4% |
| 3Y | +57.7% | +30.9% | +26.8% | +50.3% |
| 5Y | +106.3% | +14.0% | +92.2% | +95.0% |
| All | +195.5% | +203.5% | -7.9% | +132.5% |
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