+152.4%
DKNG vs AMCR
+11.3%
+141.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.1% |
| 7D | +3.0% | -6.3% | +9.3% | +6.0% |
| 30D | -3.0% | -7.8% | +4.8% | +0.6% |
| 3M | -17.6% | +7.5% | -25.1% | -20.7% |
| 6M | -3.2% | +2.7% | -5.9% | -5.8% |
| YTD | -28.2% | +6.0% | -34.2% | -31.8% |
| 1Y | -46.1% | +7.8% | -53.9% | -49.4% |
| 3Y | -22.2% | +5.8% | -28.0% | -29.1% |
| 5Y | -60.4% | -11.6% | -48.8% | -59.9% |
| All | +152.4% | +11.3% | +141.1% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling