-89.7%
AIG vs DKS
+6,026.4%
-6,116.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.2% |
| 7D | -1.4% | -2.9% | +1.5% | -0.5% |
| 30D | -3.3% | -37.7% | +34.4% | +11.0% |
| 3M | +2.2% | -38.9% | +41.1% | +17.7% |
| 6M | -2.1% | -31.1% | +29.0% | +7.0% |
| YTD | -11.2% | -31.8% | +20.6% | -3.0% |
| 1Y | -2.1% | -38.0% | +35.9% | +9.7% |
| 3Y | +34.4% | +28.6% | +5.7% | +7.0% |
| 5Y | +53.7% | +12.5% | +41.2% | +17.8% |
| 10Y | +64.4% | +198.3% | -133.9% | -28.6% |
| All | -89.7% | +6,026.4% | -6,116.2% | -98.2% |
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 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