+152.4%
DKNG vs AEM
+336.9%
-184.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.5% | +4.1% |
| 7D | +3.0% | -2.1% | +5.2% | +3.3% |
| 30D | -3.0% | +8.4% | -11.5% | -4.0% |
| 3M | -17.6% | +27.3% | -44.9% | -20.1% |
| 6M | -3.2% | -9.7% | +6.4% | -2.3% |
| YTD | -28.2% | +19.0% | -47.2% | -30.7% |
| 1Y | -46.1% | +31.5% | -77.5% | -48.8% |
| 3Y | -22.2% | +338.7% | -360.9% | -40.8% |
| 5Y | -60.4% | +307.4% | -367.8% | -70.1% |
| All | +152.4% | +336.9% | -184.4% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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