+88.6%
AG vs DLTR
+19.1%
+69.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.9% |
| 7D | -6.7% | -10.1% | +3.4% | -5.1% |
| 30D | +2.2% | -8.1% | +10.3% | +3.4% |
| 3M | +15.7% | +2.9% | +12.8% | +13.9% |
| 6M | -23.8% | +4.3% | -28.1% | -25.1% |
| YTD | +17.6% | -3.9% | +21.6% | +15.9% |
| 1Y | +88.6% | +18.9% | +69.7% | +84.5% |
| All | +88.6% | +19.1% | +69.5% | +84.5% |
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