+26.1%
APD vs DKS
+9.4%
+16.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.9% |
| 3M | +8.2% | -37.6% | +45.9% | +14.8% |
| 6M | +10.7% | -32.1% | +42.8% | +15.5% |
| YTD | +22.9% | -32.3% | +55.2% | +28.0% |
| 1Y | +5.8% | -39.5% | +45.3% | +12.0% |
| 3Y | +7.8% | +27.7% | -19.9% | -1.4% |
| 5Y | +26.1% | +15.0% | +11.1% | +9.4% |
| All | +26.1% | +9.4% | +16.7% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling