+439.9%
AG vs DLTR
+1,135.9%
-696.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | -0.2% |
| 7D | +4.5% | -5.8% | +10.3% | +5.4% |
| 30D | +12.9% | -5.2% | +18.1% | +13.6% |
| 3M | +20.9% | +15.2% | +5.8% | +18.0% |
| 6M | -19.5% | +7.1% | -26.7% | -20.8% |
| YTD | +24.8% | +0.8% | +24.0% | +23.7% |
| 1Y | +120.2% | +24.8% | +95.5% | +111.3% |
| 3Y | +279.0% | +6.9% | +272.1% | +265.1% |
| 5Y | +67.9% | +33.2% | +34.7% | +57.2% |
| 10Y | +57.5% | +51.6% | +5.9% | +41.3% |
| All | +439.9% | +1,135.9% | -696.0% | +252.0% |
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