-22.4%
DKS vs AMRZ
-19.2%
-3.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.1% | +1.4% |
| 7D | -2.9% | -4.7% | +1.8% | -1.6% |
| 30D | -37.7% | -11.3% | -26.4% | -35.7% |
| 3M | -38.9% | -22.1% | -16.9% | -35.4% |
| 6M | -31.1% | -29.6% | -1.5% | -26.0% |
| YTD | -31.8% | -23.3% | -8.5% | -28.8% |
| 1Y | -38.0% | -23.7% | -14.3% | -36.3% |
| All | -22.4% | -19.2% | -3.1% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling