+67.1%
ADM vs DLTR
+27.2%
+39.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +2.7% |
| 7D | +1.4% | -10.2% | +11.6% | +2.1% |
| 30D | +8.2% | -8.5% | +16.7% | +8.8% |
| 3M | +8.7% | +5.6% | +3.1% | +8.1% |
| 6M | +29.1% | +2.2% | +26.9% | +28.5% |
| YTD | +53.7% | -3.8% | +57.4% | +53.7% |
| 1Y | +43.2% | +22.9% | +20.3% | +39.9% |
| 3Y | +21.4% | +2.0% | +19.4% | +19.2% |
| 5Y | +67.1% | +29.8% | +37.3% | +59.7% |
| All | +67.1% | +27.2% | +39.9% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling