+255.2%
AG vs DKS
+697.1%
-442.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -3.0% |
| 7D | -10.0% | +6.3% | -16.3% | -11.1% |
| 30D | -10.5% | +9.3% | -19.8% | -12.2% |
| 3M | -27.3% | -25.3% | -2.0% | -24.2% |
| 6M | -43.0% | -29.2% | -13.8% | -40.0% |
| YTD | -17.9% | -22.7% | +4.8% | -15.1% |
| 1Y | +11.9% | -30.1% | +42.0% | +17.9% |
| 3Y | +201.8% | +45.6% | +156.2% | +167.7% |
| 5Y | -0.1% | +28.5% | -28.5% | -13.1% |
| 10Y | +72.7% | +235.2% | -162.5% | +10.7% |
| All | +255.2% | +697.1% | -442.0% | +24.6% |
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