+1,069.3%
AMGN vs DKS
+5,981.0%
-4,911.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.9% | -5.2% | -9.5% |
| 7D | -10.3% | -0.4% | -9.8% | -10.2% |
| 30D | -3.8% | -36.6% | +32.8% | +1.1% |
| 3M | +14.4% | -37.6% | +52.0% | +20.3% |
| 6M | +7.8% | -32.1% | +39.9% | +12.0% |
| YTD | +22.6% | -32.3% | +54.9% | +27.2% |
| 1Y | +44.2% | -39.5% | +83.7% | +51.5% |
| 3Y | +65.8% | +27.7% | +38.1% | +54.9% |
| 5Y | +108.0% | +15.0% | +93.0% | +90.9% |
| 10Y | +209.9% | +192.6% | +17.3% | +130.9% |
| All | +1,069.3% | +5,981.0% | -4,911.7% | +576.5% |
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 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