+22.0%
ADM vs DLTR
+1.8%
+20.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +3.0% | -9.4% | +12.4% | +3.4% |
| 30D | +8.7% | -7.3% | +16.0% | +9.0% |
| 3M | +7.6% | +7.6% | 0.0% | +7.1% |
| 6M | +26.9% | +1.6% | +25.3% | +26.8% |
| YTD | +54.3% | -3.5% | +57.8% | +54.7% |
| 1Y | +45.7% | +20.0% | +25.6% | +43.8% |
| All | +22.0% | +1.8% | +20.2% | +14.9% |
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