-21.4%
DKS vs AMRZ
-20.1%
-1.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -3.0% | -7.5% | +4.6% | -0.9% |
| 30D | -33.4% | -12.4% | -21.0% | -31.0% |
| 3M | -39.4% | -22.4% | -17.0% | -35.8% |
| 6M | -30.1% | -29.5% | -0.6% | -24.9% |
| YTD | -31.0% | -24.1% | -6.8% | -27.7% |
| 1Y | -40.2% | -26.3% | -13.9% | -38.3% |
| All | -21.4% | -20.1% | -1.3% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling