+365.7%
ALAB vs DLTR
-3.0%
+368.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.6% | -1.3% | -6.4% |
| 7D | +3.2% | -5.8% | +9.0% | +3.8% |
| 30D | -13.6% | -5.2% | -8.3% | -13.2% |
| 3M | -16.6% | +15.2% | -31.8% | -18.4% |
| 6M | +142.3% | +7.1% | +135.2% | +137.6% |
| YTD | +73.6% | +0.8% | +72.8% | +70.8% |
| 1Y | +33.7% | +24.8% | +8.9% | +29.4% |
| All | +365.7% | -3.0% | +368.7% | +348.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling