-9.1%
DKS vs AHR
+356.1%
-365.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.6% |
| 7D | -2.0% | -2.1% | 0.0% | -1.5% |
| 30D | -32.7% | +1.9% | -34.6% | -33.4% |
| 3M | -38.8% | +15.7% | -54.5% | -41.4% |
| 6M | -29.4% | +2.5% | -32.0% | -30.3% |
| YTD | -30.3% | +15.0% | -45.3% | -33.4% |
| 1Y | -39.6% | +28.1% | -67.7% | -44.3% |
| All | -9.1% | +356.1% | -365.2% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling