-27.8%
AAL vs DKS
+1,157.1%
-1,185.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.5% |
| 7D | -3.7% | +3.0% | -6.7% | -5.2% |
| 30D | -20.8% | -30.5% | +9.7% | -9.1% |
| 3M | -1.3% | -35.7% | +34.4% | +18.0% |
| 6M | +5.4% | -29.7% | +35.1% | +19.5% |
| YTD | -14.4% | -28.9% | +14.5% | -3.9% |
| 1Y | +2.1% | -35.9% | +38.0% | +19.7% |
| 3Y | -10.6% | +28.2% | -38.7% | -33.2% |
| 5Y | -32.2% | +11.8% | -44.0% | -50.0% |
| 10Y | -62.7% | +211.6% | -274.3% | -88.0% |
| All | -27.8% | +1,157.1% | -1,185.0% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling