+439.9%
AG vs DKS
+598.2%
-158.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.8% | -0.1% |
| 7D | +4.5% | -0.4% | +4.9% | +4.6% |
| 30D | +12.9% | -36.6% | +49.5% | +21.8% |
| 3M | +20.9% | -37.6% | +58.6% | +30.9% |
| 6M | -19.5% | -32.1% | +12.5% | -14.5% |
| YTD | +24.8% | -32.3% | +57.1% | +32.7% |
| 1Y | +120.2% | -39.5% | +159.7% | +138.9% |
| 3Y | +279.0% | +27.7% | +251.3% | +245.2% |
| 5Y | +67.9% | +15.0% | +52.9% | +49.1% |
| 10Y | +57.5% | +192.6% | -135.1% | +3.8% |
| All | +439.9% | +598.2% | -158.3% | +94.9% |
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