+185.0%
APD vs DKS
+237.0%
-52.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | -0.2% | +9.4% | -9.7% | -1.6% |
| 30D | +11.0% | +9.8% | +1.2% | +9.4% |
| 3M | +2.0% | -29.3% | +31.3% | +6.1% |
| 6M | +7.1% | -32.6% | +39.6% | +11.8% |
| YTD | +29.8% | -22.6% | +52.3% | +32.4% |
| 1Y | +24.0% | -29.8% | +53.9% | +28.4% |
| 3Y | +27.2% | +43.2% | -16.0% | +15.5% |
| 5Y | +12.8% | +29.8% | -17.0% | +0.5% |
| 10Y | +185.0% | +236.7% | -51.7% | +99.6% |
| All | +185.0% | +237.0% | -52.0% | +99.6% |
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 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