+171.5%
AA vs DLTR
+12,235.8%
-12,064.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.3% |
| 7D | +0.5% | +5.3% | -4.8% | -0.5% |
| 30D | -0.6% | +13.4% | -14.0% | -3.3% |
| 3M | -19.7% | +6.6% | -26.3% | -21.1% |
| 6M | -41.6% | +59.1% | -100.7% | -47.6% |
| YTD | -24.6% | +12.3% | -36.9% | -27.7% |
| 1Y | +4.9% | +33.9% | -29.0% | -3.2% |
| 3Y | +66.8% | +23.0% | +43.8% | +52.5% |
| 5Y | -19.4% | +22.1% | -41.5% | -27.4% |
| 10Y | +43.1% | +77.5% | -34.4% | +16.5% |
| All | +171.5% | +12,235.8% | -12,064.3% | +19.8% |
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