+199.6%
DKS vs AMP
+589.3%
-389.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.0% |
| 7D | -2.0% | -0.5% | -1.5% | -1.7% |
| 30D | -32.7% | -1.3% | -31.4% | -32.2% |
| 3M | -38.8% | +24.2% | -63.0% | -45.7% |
| 6M | -29.4% | +24.6% | -54.0% | -37.7% |
| YTD | -30.3% | +14.8% | -45.1% | -36.0% |
| 1Y | -39.6% | +12.8% | -52.4% | -44.1% |
| 3Y | +32.2% | +69.0% | -36.8% | -2.6% |
| 5Y | +15.1% | +124.9% | -109.8% | -28.1% |
| All | +199.6% | +589.3% | -389.7% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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