+59.9%
AMGN vs DKS
+27.3%
+32.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | -13.9% | -4.7% | -9.1% | -13.4% |
| 30D | -7.1% | -35.1% | +27.9% | -3.6% |
| 3M | +13.9% | -37.7% | +51.6% | +18.7% |
| 6M | +3.2% | -30.7% | +34.0% | +6.4% |
| YTD | +19.2% | -31.9% | +51.2% | +23.0% |
| 1Y | +41.1% | -40.0% | +81.1% | +47.0% |
| All | +59.9% | +27.3% | +32.5% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling