-98.7%
AMC vs DLTR
+85.5%
-184.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.5% |
| 7D | -2.8% | -2.8% | -0.1% | -2.1% |
| 30D | +14.0% | +21.5% | -7.5% | +9.2% |
| 3M | +42.5% | +11.6% | +30.9% | +39.0% |
| 6M | +142.6% | +58.7% | +83.8% | +118.5% |
| YTD | +119.2% | +16.2% | +103.1% | +110.4% |
| 1Y | +40.7% | +34.8% | +5.9% | +30.9% |
| 3Y | -57.3% | +25.3% | -82.6% | -60.9% |
| 5Y | -99.1% | +25.8% | -124.9% | -99.2% |
| 10Y | -98.7% | +83.7% | -182.4% | -99.0% |
| All | -98.7% | +85.5% | -184.2% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling