+7.8%
APD vs DKS
+28.7%
-20.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.5% |
| 7D | -2.5% | -0.4% | -2.1% | -2.5% |
| 30D | -1.9% | -36.6% | +34.7% | +3.6% |
| 3M | +8.2% | -37.6% | +45.9% | +14.4% |
| 6M | +10.7% | -32.1% | +42.8% | +15.0% |
| YTD | +22.9% | -32.3% | +55.2% | +27.6% |
| 1Y | +5.8% | -39.5% | +45.3% | +11.7% |
| 3Y | +7.8% | +27.7% | -19.9% | -8.7% |
| All | +7.8% | +28.7% | -20.9% | -8.7% |
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