-45.0%
ACI vs DKS
+27.5%
-72.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.4% |
| 7D | -5.0% | -2.9% | -2.2% | -4.9% |
| 30D | -2.3% | -37.7% | +35.4% | -0.6% |
| 3M | -23.2% | -38.9% | +15.7% | -21.9% |
| 6M | -29.5% | -31.1% | +1.6% | -28.6% |
| YTD | -28.6% | -31.8% | +3.2% | -27.7% |
| 1Y | -34.0% | -38.0% | +4.0% | -33.0% |
| All | -45.0% | +27.5% | -72.5% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling