+142.4%
AMT vs DKS
+226.4%
-84.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.7% |
| 7D | +1.5% | +6.3% | -4.8% | +1.0% |
| 30D | +6.8% | +9.3% | -2.5% | +6.0% |
| 3M | +11.2% | -25.3% | +36.5% | +13.2% |
| 6M | +12.5% | -29.2% | +41.7% | +14.8% |
| YTD | +12.5% | -22.7% | +35.2% | +13.8% |
| 1Y | +10.1% | -30.1% | +40.2% | +12.2% |
| 3Y | +16.0% | +45.6% | -29.6% | +6.6% |
| 5Y | -17.2% | +28.5% | -45.6% | -24.7% |
| All | +142.4% | +226.4% | -84.0% | +78.4% |
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