+64.2%
AIG vs DKS
+206.3%
-142.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.2% |
| 7D | -1.2% | -2.0% | +0.9% | -0.7% |
| 30D | -1.1% | -32.7% | +31.7% | +7.5% |
| 3M | +0.7% | -38.8% | +39.5% | +11.9% |
| 6M | -2.2% | -29.4% | +27.3% | +4.0% |
| YTD | -10.8% | -30.3% | +19.5% | -5.2% |
| 1Y | -2.0% | -39.6% | +37.6% | +7.7% |
| 3Y | +34.8% | +32.2% | +2.6% | +12.0% |
| 5Y | +55.0% | +15.1% | +39.9% | +25.6% |
| All | +64.2% | +206.3% | -142.2% | -24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling