+897.3%
ADM vs DKS
+6,654.9%
-5,757.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.5% |
| 7D | +0.7% | +3.3% | -2.5% | +0.1% |
| 30D | -14.7% | +5.9% | -20.6% | -15.7% |
| 3M | -10.4% | -27.4% | +17.0% | -6.8% |
| 6M | -10.9% | -32.6% | +21.7% | -6.6% |
| YTD | +26.0% | -24.8% | +50.8% | +29.0% |
| 1Y | +26.5% | -32.8% | +59.3% | +32.0% |
| 3Y | +8.2% | +39.1% | -30.8% | -5.1% |
| 5Y | +24.0% | +25.0% | -1.0% | +6.3% |
| 10Y | +128.4% | +226.2% | -97.8% | +44.7% |
| All | +897.3% | +6,654.9% | -5,757.6% | +308.4% |
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