+970.4%
ADM vs DLTR
+12,235.8%
-11,265.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.0% |
| 7D | +4.2% | +5.3% | -1.1% | +3.6% |
| 30D | -12.8% | +13.4% | -26.2% | -14.2% |
| 3M | -8.5% | +6.6% | -15.1% | -9.4% |
| 6M | -10.9% | +59.1% | -70.0% | -15.9% |
| YTD | +29.4% | +12.3% | +17.2% | +26.5% |
| 1Y | +27.5% | +33.9% | -6.3% | +22.1% |
| 3Y | +10.3% | +23.0% | -12.7% | +4.6% |
| 5Y | +27.4% | +22.1% | +5.3% | +19.1% |
| 10Y | +134.6% | +77.5% | +57.1% | +106.2% |
| All | +970.4% | +12,235.8% | -11,265.4% | +586.2% |
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