+651.5%
ADI vs DLTR
+45.3%
+606.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +4.9% |
| 7D | +4.6% | -10.1% | +14.6% | +6.9% |
| 30D | -1.2% | -8.1% | +6.9% | +0.4% |
| 3M | -7.8% | +2.9% | -10.7% | -8.9% |
| 6M | +19.3% | +4.3% | +15.0% | +16.8% |
| YTD | +40.9% | -3.9% | +44.9% | +40.1% |
| 1Y | +54.5% | +18.9% | +35.6% | +45.9% |
| 3Y | +123.4% | +1.9% | +121.5% | +111.7% |
| 5Y | +142.3% | +31.0% | +111.3% | +106.8% |
| All | +651.5% | +45.3% | +606.2% | +503.5% |
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