+871.1%
ABT vs DKS
+6,103.2%
-5,232.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.5% |
| 7D | -5.9% | -3.0% | -2.9% | -5.6% |
| 30D | -8.1% | -33.4% | +25.3% | -4.5% |
| 3M | +14.5% | -39.4% | +53.9% | +20.3% |
| 6M | -6.3% | -30.1% | +23.8% | -3.4% |
| YTD | -17.1% | -31.0% | +13.8% | -14.5% |
| 1Y | -21.4% | -40.2% | +18.8% | -17.8% |
| 3Y | +5.9% | +30.9% | -25.0% | -1.7% |
| 5Y | -12.8% | +14.0% | -26.8% | -19.9% |
| 10Y | +200.1% | +202.1% | -2.0% | +127.1% |
| All | +871.1% | +6,103.2% | -5,232.1% | +438.8% |
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