+924.4%
ADM vs DKS
+6,842.3%
-5,917.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +2.2% |
| 7D | +4.2% | +6.3% | -2.1% | +3.1% |
| 30D | -12.8% | +9.3% | -22.1% | -14.3% |
| 3M | -8.5% | -25.3% | +16.8% | -5.3% |
| 6M | -10.9% | -29.2% | +18.3% | -7.4% |
| YTD | +29.4% | -22.7% | +52.2% | +31.9% |
| 1Y | +27.5% | -30.1% | +57.6% | +32.1% |
| 3Y | +10.3% | +45.6% | -35.3% | -4.1% |
| 5Y | +27.4% | +28.5% | -1.1% | +8.6% |
| 10Y | +134.6% | +235.2% | -100.6% | +48.0% |
| All | +924.4% | +6,842.3% | -5,917.8% | +317.5% |
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 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