-35.9%
DKS vs AMRZ
-14.5%
-21.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +3.0% | -1.9% | +4.9% | +3.6% |
| 30D | -30.5% | -16.9% | -13.6% | -27.3% |
| 3M | -35.7% | -19.2% | -16.5% | -32.4% |
| 6M | -29.7% | -29.3% | -0.4% | -24.1% |
| YTD | -28.9% | -18.0% | -10.9% | -27.6% |
| 1Y | -35.9% | -15.1% | -20.8% | -36.7% |
| All | -35.9% | -14.5% | -21.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling