+1,142.4%
ADM vs DLTR
+11,640.8%
-10,498.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +3.8% | +2.5% | +1.3% | +3.5% |
| 30D | +9.8% | +2.1% | +7.7% | +9.5% |
| 3M | +2.1% | +20.3% | -18.1% | -0.1% |
| 6M | +27.5% | +11.5% | +16.0% | +25.2% |
| YTD | +50.2% | +6.8% | +43.4% | +48.0% |
| 1Y | +40.6% | +31.1% | +9.5% | +35.0% |
| 3Y | +17.2% | +10.7% | +6.6% | +12.7% |
| 5Y | +61.9% | +41.6% | +20.3% | +48.8% |
| 10Y | +159.3% | +58.1% | +101.1% | +131.1% |
| All | +1,142.4% | +11,640.8% | -10,498.4% | +702.6% |
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