-48.6%
APTV vs DKS
+44.7%
-93.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -1.1% |
| 7D | -1.7% | +6.3% | -8.1% | -3.8% |
| 30D | -11.6% | +9.3% | -20.9% | -14.3% |
| 3M | -21.2% | -25.3% | +4.1% | -15.0% |
| 6M | -28.5% | -29.2% | +0.7% | -21.7% |
| YTD | -49.1% | -22.7% | -26.3% | -46.0% |
| 1Y | -52.2% | -30.1% | -22.1% | -47.6% |
| 3Y | -48.6% | +45.6% | -94.3% | -62.1% |
| All | -48.6% | +44.7% | -93.3% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling