+26.6%
APD vs DKS
+39.9%
-13.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.8% | +1.4% |
| 7D | -1.6% | +3.8% | -5.4% | -2.1% |
| 30D | +10.6% | +8.1% | +2.5% | +9.4% |
| 3M | +2.5% | -28.6% | +31.1% | +6.1% |
| 6M | +6.0% | -33.6% | +39.6% | +10.6% |
| YTD | +28.4% | -23.8% | +52.2% | +30.8% |
| 1Y | +22.2% | -30.7% | +52.9% | +26.4% |
| 3Y | +26.6% | +41.5% | -15.0% | +11.4% |
| All | +26.6% | +39.9% | -13.3% | +11.4% |
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