-23.7%
ACI vs DKS
-30.6%
+6.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.5% | -1.0% |
| 7D | +2.3% | +6.3% | -4.0% | +1.7% |
| 30D | +1.2% | +9.3% | -8.1% | +0.5% |
| 3M | +6.8% | -25.3% | +32.1% | +8.3% |
| 6M | -18.7% | -29.2% | +10.5% | -17.5% |
| YTD | -20.2% | -22.7% | +2.5% | -19.1% |
| 1Y | -23.7% | -30.1% | +6.4% | -22.5% |
| All | -23.7% | -30.6% | +6.9% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling