-30.9%
DKS vs AMDL
+95.0%
-126.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.2% | -9.6% | -1.2% |
| 7D | +3.0% | +4.5% | -1.5% | +2.6% |
| 30D | -30.5% | -4.4% | -26.1% | -30.7% |
| 3M | -35.7% | -30.5% | -5.2% | -35.7% |
| 6M | -29.7% | +300.9% | -330.6% | -43.0% |
| YTD | -28.9% | +219.9% | -248.8% | -42.3% |
| 1Y | -35.9% | +374.7% | -410.6% | -52.6% |
| All | -30.9% | +95.0% | -126.0% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling