+15.5%
DKS vs AMP
+122.1%
-106.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.0% |
| 7D | -3.0% | -0.5% | -2.4% | -2.6% |
| 30D | -33.4% | -1.3% | -32.1% | -32.8% |
| 3M | -39.4% | +24.2% | -63.6% | -46.9% |
| 6M | -30.1% | +24.6% | -54.7% | -39.1% |
| YTD | -31.0% | +14.8% | -45.8% | -37.2% |
| 1Y | -40.2% | +12.8% | -53.0% | -45.1% |
| 3Y | +30.9% | +69.0% | -38.0% | -8.4% |
| All | +15.5% | +122.1% | -106.6% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling