+688.8%
DKS vs ACM
+250.9%
+437.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | 0.0% |
| 7D | +1.3% | +3.0% | -1.7% | -0.1% |
| 30D | +8.9% | +19.7% | -10.8% | -0.3% |
| 3M | -26.4% | +5.3% | -31.7% | -28.2% |
| 6M | -31.1% | -10.8% | -20.3% | -27.9% |
| YTD | -22.8% | -25.1% | +2.3% | -13.1% |
| 1Y | -29.5% | -45.8% | +16.3% | -7.2% |
| 3Y | +42.8% | -9.4% | +52.2% | +45.2% |
| 5Y | +29.2% | +4.8% | +24.4% | +21.6% |
| 10Y | +235.0% | +129.8% | +105.2% | +109.6% |
| All | +688.8% | +250.9% | +437.9% | +246.8% |
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