+240.6%
AA vs DLTR
+11,640.8%
-11,400.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -0.7% | +2.5% | -3.2% | -1.2% |
| 30D | +5.0% | +2.1% | +2.9% | +4.4% |
| 3M | -35.8% | +20.3% | -56.1% | -38.5% |
| 6M | -18.4% | +11.5% | -29.9% | -21.2% |
| YTD | -5.5% | +6.8% | -12.3% | -8.1% |
| 1Y | +61.0% | +31.1% | +29.9% | +49.6% |
| 3Y | +66.2% | +10.7% | +55.5% | +56.1% |
| 5Y | +11.4% | +41.6% | -30.2% | -2.5% |
| 10Y | +116.9% | +58.1% | +58.7% | +81.2% |
| All | +240.6% | +11,640.8% | -11,400.3% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling