-29.5%
DKS vs AMDL
+47.6%
-77.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +22.3% | -22.5% | -1.7% |
| 7D | -2.1% | -26.2% | +24.1% | -0.7% |
| 30D | +7.3% | -57.1% | +64.4% | +12.4% |
| 3M | -28.4% | -29.8% | +1.4% | -28.5% |
| 6M | -36.9% | -22.2% | -14.7% | -39.9% |
| YTD | -27.3% | +142.1% | -169.4% | -41.1% |
| 1Y | -33.2% | +85.8% | -119.1% | -44.6% |
| All | -29.5% | +47.6% | -77.0% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling