+88.6%
AG vs DKS
-38.6%
+127.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -3.4% |
| 7D | -6.7% | -2.0% | -4.7% | -6.4% |
| 30D | +2.2% | -32.7% | +34.9% | +11.3% |
| 3M | +15.7% | -38.8% | +54.5% | +30.6% |
| 6M | -23.8% | -29.4% | +5.6% | -18.1% |
| YTD | +17.6% | -30.3% | +47.9% | +27.2% |
| 1Y | +88.6% | -39.6% | +128.2% | +106.2% |
| All | +88.6% | -38.6% | +127.2% | +106.2% |
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 2025-09-11 to 2026-09-11: 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling