+169.3%
APD vs DKS
+199.2%
-29.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -3.5% | -4.7% | +1.3% | -2.8% |
| 30D | -5.1% | -35.1% | +30.0% | +0.2% |
| 3M | +6.9% | -37.7% | +44.6% | +13.3% |
| 6M | +8.1% | -30.7% | +38.8% | +12.4% |
| YTD | +21.2% | -31.9% | +53.2% | +26.2% |
| 1Y | +4.9% | -40.0% | +44.9% | +11.1% |
| 3Y | +6.3% | +28.4% | -22.1% | -1.8% |
| 5Y | +24.3% | +12.4% | +11.8% | +13.1% |
| All | +169.3% | +199.2% | -29.9% | +93.0% |
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