+29.5%
DKS vs ACM
+5.4%
+24.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | +9.4% | +6.6% | +2.8% | +5.8% |
| 30D | +9.8% | +19.8% | -10.0% | -0.6% |
| 3M | -29.3% | -3.1% | -26.1% | -28.1% |
| 6M | -32.6% | -11.5% | -21.1% | -28.7% |
| YTD | -22.6% | -24.7% | +2.1% | -11.7% |
| 1Y | -29.8% | -45.1% | +15.2% | -2.1% |
| 3Y | +43.2% | -8.9% | +52.1% | +39.1% |
| All | +29.5% | +5.4% | +24.1% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling