+171.1%
ADM vs DKS
+203.5%
-32.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | +2.5% | -3.0% | +5.5% | +2.9% |
| 30D | +9.5% | -33.4% | +42.8% | +14.1% |
| 3M | +10.6% | -39.4% | +50.0% | +16.6% |
| 6M | +24.0% | -30.1% | +54.1% | +27.7% |
| YTD | +54.0% | -31.0% | +84.9% | +58.6% |
| 1Y | +45.3% | -40.2% | +85.5% | +52.2% |
| 3Y | +21.8% | +30.9% | -9.2% | +10.5% |
| 5Y | +66.8% | +14.0% | +52.8% | +49.6% |
| All | +171.1% | +203.5% | -32.4% | +75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling