+1,087.5%
ADM vs DKS
+5,981.0%
-4,893.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.7% | +0.7% |
| 7D | -0.1% | -0.4% | +0.4% | 0.0% |
| 30D | +11.0% | -36.6% | +47.6% | +18.6% |
| 3M | +6.0% | -37.6% | +43.6% | +13.2% |
| 6M | +26.9% | -32.1% | +59.0% | +32.8% |
| YTD | +50.0% | -32.3% | +82.3% | +56.9% |
| 1Y | +39.6% | -39.5% | +79.1% | +48.3% |
| 3Y | +18.5% | +27.7% | -9.1% | +5.6% |
| 5Y | +62.6% | +15.0% | +47.6% | +41.3% |
| 10Y | +162.4% | +192.6% | -30.2% | +69.7% |
| All | +1,087.5% | +5,981.0% | -4,893.5% | +396.6% |
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