-34.3%
DKS vs AMDL
+117.8%
-152.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +11.7% | -16.6% | -5.8% |
| 7D | -0.4% | +19.9% | -20.4% | -2.0% |
| 30D | -36.6% | +6.3% | -42.9% | -37.3% |
| 3M | -37.6% | -9.9% | -27.7% | -39.0% |
| 6M | -32.1% | +394.3% | -426.4% | -46.0% |
| YTD | -32.3% | +257.3% | -289.6% | -45.6% |
| 1Y | -39.5% | +508.5% | -548.0% | -56.6% |
| All | -34.3% | +117.8% | -152.1% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling