+1,132.9%
DKS vs AMP
+2,089.3%
-956.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.2% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -37.7% | -1.0% | -36.7% | -37.4% |
| 3M | -38.9% | +23.2% | -62.2% | -44.8% |
| 6M | -31.1% | +20.4% | -51.5% | -37.2% |
| YTD | -31.8% | +13.6% | -45.5% | -36.5% |
| 1Y | -38.0% | +13.4% | -51.4% | -42.2% |
| 3Y | +28.6% | +66.5% | -37.9% | -0.6% |
| 5Y | +12.5% | +120.2% | -107.7% | -24.4% |
| 10Y | +198.3% | +576.5% | -378.2% | +12.3% |
| All | +1,132.9% | +2,089.3% | -956.4% | +126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling