+25.0%
DKS vs AMBA
-68.7%
+93.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.1% |
| 7D | +3.3% | +10.7% | -7.4% | +1.0% |
| 30D | +5.9% | -5.0% | +10.9% | +6.7% |
| 3M | -27.4% | -26.9% | -0.5% | -23.0% |
| 6M | -32.6% | -21.9% | -10.7% | -32.7% |
| YTD | -24.8% | -13.8% | -11.0% | -27.7% |
| 1Y | -32.8% | -36.1% | +3.2% | -30.7% |
| 3Y | +39.1% | +21.6% | +17.4% | +11.8% |
| 5Y | +25.0% | -68.8% | +93.8% | +22.3% |
| All | +25.0% | -68.7% | +93.7% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 5y: compounded portfolio wealth divided by compounded AMBA 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…
5y analysis · Full analysis span regression · 6 months rolling