+152.4%
DKNG vs AIG
+56.7%
+95.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +3.0% | -1.2% | +4.2% | +3.6% |
| 30D | -3.0% | -1.1% | -2.0% | -2.6% |
| 3M | -17.6% | +0.7% | -18.3% | -18.0% |
| 6M | -3.2% | -2.2% | -1.1% | -2.9% |
| YTD | -28.2% | -10.8% | -17.4% | -25.1% |
| 1Y | -46.1% | -2.0% | -44.0% | -46.3% |
| 3Y | -22.2% | +34.8% | -57.0% | -34.0% |
| 5Y | -60.4% | +55.0% | -115.4% | -68.3% |
| All | +152.4% | +56.7% | +95.8% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 all: compounded portfolio wealth divided by compounded AIG 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…
all analysis · Full analysis span regression · 6 months rolling