+60.9%
AG vs DLTR
+30.9%
+29.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -4.9% |
| 7D | -5.8% | -9.4% | +3.7% | -3.9% |
| 30D | +6.4% | -7.3% | +13.7% | +7.8% |
| 3M | +28.4% | +7.6% | +20.8% | +25.5% |
| 6M | -24.5% | +1.6% | -26.0% | -25.5% |
| YTD | +21.2% | -3.5% | +24.7% | +20.5% |
| 1Y | +114.1% | +20.0% | +94.1% | +102.4% |
| 3Y | +268.0% | +2.3% | +265.8% | +252.0% |
| All | +60.9% | +30.9% | +29.9% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling