-22.2%
DKNG vs AMCR
+6.5%
-28.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.7% |
| 7D | +3.0% | -6.3% | +9.3% | +4.6% |
| 30D | -3.0% | -7.8% | +4.8% | -1.2% |
| 3M | -17.6% | +7.5% | -25.1% | -19.0% |
| 6M | -3.2% | +2.7% | -5.9% | -4.1% |
| YTD | -28.2% | +6.0% | -34.2% | -29.9% |
| 1Y | -46.1% | +7.8% | -53.9% | -47.6% |
| 3Y | -22.2% | +5.8% | -28.0% | -32.2% |
| All | -22.2% | +6.5% | -28.6% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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