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  • ADM vs DLTR✓SelectedUSD · DLTRADM vs DLTR performance historyLatest closeAs of+0.27%09/04
Stock and ETF performance explorer

ADM vs DLTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,142.4%
DLTR return
+11,640.8%
Excess return
-10,498.4%
Maximum drawdown
-68.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLTRExcessAlpha
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