+83.0%
AA vs DLTR
+1.6%
+81.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -1.1% |
| 7D | -0.6% | -10.2% | +9.6% | +1.4% |
| 30D | -1.6% | -8.5% | +6.9% | -0.1% |
| 3M | -29.8% | +5.6% | -35.4% | -31.0% |
| 6M | -16.6% | +2.2% | -18.8% | -17.8% |
| YTD | -4.0% | -3.8% | -0.3% | -4.3% |
| 1Y | +63.5% | +22.9% | +40.6% | +52.7% |
| All | +83.0% | +1.6% | +81.4% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling