+663.3%
APH vs DKNG
+152.4%
+510.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.2% | +3.9% |
| 7D | +1.4% | +3.0% | -1.7% | +0.9% |
| 30D | -1.2% | -3.0% | +1.8% | -0.9% |
| 3M | +10.3% | -17.6% | +27.8% | +12.7% |
| 6M | +25.2% | -3.2% | +28.4% | +24.1% |
| YTD | +24.6% | -28.2% | +52.8% | +29.0% |
| 1Y | +41.4% | -46.1% | +87.5% | +52.4% |
| 3Y | +297.8% | -22.2% | +320.0% | +296.7% |
| 5Y | +366.0% | -60.4% | +426.4% | +374.2% |
| All | +663.3% | +152.4% | +510.9% | +416.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 DKNG 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