+626.9%
DKS vs ACM
+230.8%
+396.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +3.0% | -3.7% | +6.7% | +5.0% |
| 30D | -30.5% | -11.1% | -19.4% | -26.3% |
| 3M | -35.7% | -8.0% | -27.7% | -33.2% |
| 6M | -29.7% | -29.7% | 0.0% | -17.3% |
| YTD | -28.9% | -29.4% | +0.5% | -17.4% |
| 1Y | -35.9% | -46.4% | +10.6% | -15.0% |
| 3Y | +28.2% | -22.3% | +50.5% | +40.8% |
| 5Y | +11.8% | +4.5% | +7.4% | +5.4% |
| 10Y | +211.6% | +127.6% | +84.0% | +95.8% |
| All | +626.9% | +230.8% | +396.1% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling