+871.6%
APH vs DKS
+228.9%
+642.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | -5.9% | -2.1% | -3.8% | -5.7% |
| 30D | -14.8% | +7.3% | -22.2% | -16.5% |
| 3M | -12.4% | -28.4% | +16.0% | -8.0% |
| 6M | +8.1% | -36.9% | +45.0% | +16.4% |
| YTD | +10.9% | -27.3% | +38.3% | +15.3% |
| 1Y | +8.8% | -33.2% | +42.0% | +15.0% |
| 3Y | +262.1% | +32.2% | +229.9% | +222.4% |
| 5Y | +283.1% | +22.3% | +260.9% | +232.2% |
| All | +871.6% | +228.9% | +642.7% | +491.9% |
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