+34.8%
AIG vs DKS
+29.1%
+5.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | -1.2% | -3.0% | +1.8% | -0.8% |
| 30D | -1.1% | -33.4% | +32.3% | +3.2% |
| 3M | +0.7% | -39.4% | +40.0% | +6.3% |
| 6M | -2.2% | -30.1% | +27.9% | +0.9% |
| YTD | -10.8% | -31.0% | +20.1% | -8.1% |
| 1Y | -2.0% | -40.2% | +38.1% | +3.0% |
| 3Y | +34.8% | +30.9% | +3.9% | +18.5% |
| All | +34.8% | +29.1% | +5.7% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling