+7.9%
AMT vs DKS
+28.7%
-20.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | -0.1% |
| 7D | -0.2% | -0.4% | +0.3% | -0.2% |
| 30D | +1.8% | -36.6% | +38.5% | +1.8% |
| 3M | -6.2% | -37.6% | +31.4% | -6.2% |
| 6M | -5.0% | -32.1% | +27.1% | -5.0% |
| YTD | +2.1% | -32.3% | +34.4% | +2.1% |
| 1Y | -5.7% | -39.5% | +33.7% | -5.8% |
| 3Y | +7.9% | +27.7% | -19.7% | -11.1% |
| All | +7.9% | +28.7% | -20.7% | -11.1% |
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