+1,096.9%
AFL vs DKS
+6,026.4%
-4,929.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -2.1% | -2.9% | +0.8% | -1.4% |
| 30D | -5.4% | -37.7% | +32.3% | +5.4% |
| 3M | -0.3% | -38.9% | +38.7% | +11.4% |
| 6M | +5.2% | -31.1% | +36.3% | +12.9% |
| YTD | +5.7% | -31.8% | +37.5% | +13.4% |
| 1Y | +10.2% | -38.0% | +48.3% | +20.6% |
| 3Y | +63.4% | +28.6% | +34.8% | +36.2% |
| 5Y | +133.0% | +12.5% | +120.5% | +87.6% |
| 10Y | +299.5% | +198.3% | +101.2% | +100.1% |
| All | +1,096.9% | +6,026.4% | -4,929.5% | +205.2% |
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