+117.0%
AA vs DLTR
+45.3%
+71.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -3.4% | -10.1% | +6.7% | -0.7% |
| 30D | -5.8% | -8.1% | +2.3% | -3.8% |
| 3M | -29.9% | +2.9% | -32.8% | -31.0% |
| 6M | -27.0% | +4.3% | -31.4% | -29.2% |
| YTD | -8.7% | -3.9% | -4.8% | -9.6% |
| 1Y | +50.6% | +18.9% | +31.7% | +39.2% |
| 3Y | +74.1% | +1.9% | +72.2% | +63.1% |
| 5Y | +2.6% | +31.0% | -28.4% | -15.7% |
| All | +117.0% | +45.3% | +71.7% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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