+131.7%
AG vs DLTR
+29.2%
+102.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | +1.0% | +2.5% | -1.5% | +0.5% |
| 30D | +19.2% | +2.1% | +17.1% | +18.5% |
| 3M | +6.2% | +20.3% | -14.1% | +1.2% |
| 6M | -26.7% | +11.5% | -38.2% | -28.7% |
| YTD | +26.1% | +6.8% | +19.3% | +22.3% |
| 1Y | +131.7% | +31.1% | +100.6% | +111.2% |
| All | +131.7% | +29.2% | +102.4% | +111.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling