+67.1%
ADM vs DKS
+15.5%
+51.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.4% |
| 7D | +1.4% | -2.9% | +4.3% | +1.5% |
| 30D | +8.2% | -37.7% | +45.9% | +11.1% |
| 3M | +8.7% | -38.9% | +47.6% | +11.6% |
| 6M | +29.1% | -31.1% | +60.2% | +30.9% |
| YTD | +53.7% | -31.8% | +85.5% | +55.9% |
| 1Y | +43.2% | -38.0% | +81.3% | +46.2% |
| 3Y | +21.4% | +28.6% | -7.2% | +14.3% |
| 5Y | +67.1% | +12.5% | +54.6% | +60.8% |
| All | +67.1% | +15.5% | +51.6% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling