-6.4%
AMT vs DKS
-40.1%
+33.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | +1.5% | -2.9% | +4.3% | +1.4% |
| 30D | +3.7% | -37.7% | +41.4% | +3.9% |
| 3M | -7.2% | -38.9% | +31.7% | -6.9% |
| 6M | -4.2% | -31.1% | +26.9% | -3.9% |
| YTD | +1.9% | -31.8% | +33.7% | +2.4% |
| 1Y | -6.4% | -38.0% | +31.7% | -6.6% |
| All | -6.4% | -40.1% | +33.7% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling