-29.8%
DKS vs ACM
-46.6%
+16.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.9% | +4.8% | +6.9% |
| 7D | +8.4% | +9.5% | -1.1% | +5.7% |
| 30D | +7.7% | +14.7% | -7.1% | +3.6% |
| 3M | -25.8% | -9.5% | -16.3% | -24.7% |
| 6M | -31.0% | -18.0% | -13.0% | -29.0% |
| YTD | -23.8% | -27.3% | +3.5% | -20.7% |
| 1Y | -29.8% | -47.0% | +17.2% | -20.5% |
| All | -29.8% | -46.6% | +16.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling