-18.4%
APTV vs DKS
+203.5%
-221.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | -5.0% | -3.0% | -2.1% | -4.0% |
| 30D | -6.1% | -33.4% | +27.3% | +6.1% |
| 3M | -33.0% | -39.4% | +6.4% | -21.8% |
| 6M | -35.2% | -30.1% | -5.1% | -28.4% |
| YTD | -40.1% | -31.0% | -9.2% | -33.6% |
| 1Y | -45.6% | -40.2% | -5.4% | -36.7% |
| 3Y | -54.4% | +30.9% | -85.3% | -62.0% |
| 5Y | -68.9% | +14.0% | -82.9% | -74.4% |
| All | -18.4% | +203.5% | -221.9% | -62.3% |
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