+12.4%
AA vs DKS
+15.5%
-3.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -0.6% | -2.9% | +2.3% | +0.1% |
| 30D | -1.6% | -37.7% | +36.2% | +10.4% |
| 3M | -29.8% | -38.9% | +9.1% | -21.0% |
| 6M | -16.6% | -31.1% | +14.5% | -10.4% |
| YTD | -4.0% | -31.8% | +27.8% | +3.2% |
| 1Y | +63.5% | -38.0% | +101.6% | +80.6% |
| 3Y | +86.8% | +28.6% | +58.1% | +58.3% |
| 5Y | +12.4% | +12.5% | -0.2% | -5.1% |
| All | +12.4% | +15.5% | -3.1% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 5y: compounded portfolio wealth divided by compounded DKS 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…
5y analysis · Full analysis span regression · 6 months rolling