+955.2%
APH vs DKS
+237.0%
+718.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.3% |
| 7D | -5.0% | +9.4% | -14.5% | -6.9% |
| 30D | -8.4% | +9.8% | -18.1% | -10.5% |
| 3M | -4.5% | -29.3% | +24.8% | +0.8% |
| 6M | +25.3% | -32.6% | +57.8% | +33.2% |
| YTD | +18.9% | -22.6% | +41.5% | +22.0% |
| 1Y | +11.9% | -29.8% | +41.8% | +17.2% |
| 3Y | +278.0% | +43.2% | +234.8% | +231.1% |
| 5Y | +306.4% | +29.8% | +276.6% | +248.2% |
| 10Y | +955.2% | +236.7% | +718.5% | +535.9% |
| All | +955.2% | +237.0% | +718.2% | +535.9% |
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