-6.0%
AMT vs DKS
-30.7%
+24.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.1% |
| 7D | -0.2% | +3.0% | -3.2% | -0.2% |
| 30D | +4.6% | -30.5% | +35.2% | +5.2% |
| 3M | -8.4% | -35.7% | +27.2% | -7.3% |
| 6M | -6.0% | -29.7% | +23.7% | -7.0% |
| All | -6.0% | -30.7% | +24.7% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling