-33.8%
DKS vs AMDL
+131.0%
-164.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.0% | -5.3% | +0.3% |
| 7D | -2.9% | +29.0% | -31.9% | -4.9% |
| 30D | -37.7% | +19.1% | -56.8% | -38.9% |
| 3M | -38.9% | +1.8% | -40.7% | -40.9% |
| 6M | -31.1% | +374.4% | -405.5% | -44.9% |
| YTD | -31.8% | +278.9% | -310.7% | -45.4% |
| 1Y | -38.0% | +510.6% | -548.6% | -55.4% |
| All | -33.8% | +131.0% | -164.8% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling