+275.4%
DKS vs AMBA
+837.3%
-561.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.3% |
| 7D | +3.0% | -11.0% | +14.0% | +5.1% |
| 30D | -30.5% | -23.2% | -7.4% | -27.3% |
| 3M | -35.7% | -12.7% | -23.0% | -36.0% |
| 6M | -29.7% | +11.2% | -40.9% | -34.1% |
| YTD | -28.9% | -11.2% | -17.6% | -30.6% |
| 1Y | -35.9% | -22.5% | -13.3% | -36.5% |
| 3Y | +28.2% | -1.3% | +29.5% | +16.1% |
| 5Y | +11.8% | -54.2% | +66.0% | +8.9% |
| 10Y | +211.6% | -6.1% | +217.7% | +152.9% |
| All | +275.4% | +837.3% | -561.8% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling