-30.1%
DKS vs AMDL
+130.1%
-160.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -17.6% | +20.3% | +3.0% |
| 7D | +6.3% | +37.2% | -30.9% | +5.7% |
| 30D | +9.3% | -24.0% | +33.3% | +8.9% |
| 3M | -25.3% | -1.0% | -24.3% | -25.8% |
| 6M | -29.2% | -3.2% | -26.0% | -31.0% |
| YTD | -22.7% | +232.2% | -255.0% | -29.2% |
| 1Y | -30.1% | +137.7% | -167.8% | -34.8% |
| All | -30.1% | +130.1% | -160.2% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling