-20.7%
DKS vs AMRZ
-20.1%
-0.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -2.0% | -7.5% | +5.5% | 0.0% |
| 30D | -32.7% | -12.4% | -20.3% | -30.3% |
| 3M | -38.8% | -22.4% | -16.4% | -35.2% |
| 6M | -29.4% | -29.5% | +0.1% | -24.2% |
| YTD | -30.3% | -24.1% | -6.2% | -27.1% |
| 1Y | -39.6% | -26.3% | -13.3% | -37.7% |
| All | -20.7% | -20.1% | -0.5% | -20.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling