-29.0%
AAL vs DLTR
+1,591.5%
-1,620.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | +0.8% |
| 7D | -0.3% | -5.8% | +5.5% | +2.3% |
| 30D | -19.0% | -5.2% | -13.8% | -17.3% |
| 3M | -5.1% | +15.2% | -20.3% | -11.1% |
| 6M | +15.5% | +7.1% | +8.3% | +10.0% |
| YTD | -15.8% | +0.8% | -16.6% | -17.8% |
| 1Y | -0.3% | +24.8% | -25.1% | -12.4% |
| 3Y | -7.7% | +6.9% | -14.6% | -19.0% |
| 5Y | -32.5% | +33.2% | -65.8% | -51.4% |
| 10Y | -66.0% | +51.6% | -117.5% | -80.7% |
| All | -29.0% | +1,591.5% | -1,620.5% | -94.5% |
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 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