+103.4%
AMGN vs DKS
+13.6%
+89.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.5% |
| 7D | -13.7% | -3.0% | -10.7% | -13.5% |
| 30D | -8.8% | -33.4% | +24.6% | -6.4% |
| 3M | +7.2% | -39.4% | +46.6% | +10.8% |
| 6M | +1.3% | -30.1% | +31.4% | +3.6% |
| YTD | +17.6% | -31.0% | +48.6% | +20.4% |
| 1Y | +37.2% | -40.2% | +77.3% | +41.5% |
| 3Y | +57.7% | +30.9% | +26.8% | +53.6% |
| All | +103.4% | +13.6% | +89.8% | +96.0% |
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 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