-22.5%
AAL vs DKS
+1,264.2%
-1,286.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +3.4% | +1.3% | +2.1% | +2.9% |
| 30D | +11.7% | +8.9% | +2.8% | +6.9% |
| 3M | -7.8% | -26.4% | +18.6% | +2.5% |
| 6M | +10.2% | -31.1% | +41.3% | +26.0% |
| YTD | -8.0% | -22.8% | +14.8% | -1.6% |
| 1Y | +8.5% | -29.5% | +38.0% | +21.5% |
| 3Y | +19.5% | +42.8% | -23.3% | -15.8% |
| 5Y | -33.9% | +29.2% | -63.1% | -54.7% |
| 10Y | -66.0% | +235.0% | -301.0% | -89.4% |
| All | -22.5% | +1,264.2% | -1,286.7% | -91.6% |
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