-99.0%
AMC vs DLTR
+45.2%
-144.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.6% | +0.6% | -2.9% |
| 7D | -6.8% | -10.2% | +3.4% | -4.6% |
| 30D | +1.7% | -8.5% | +10.1% | +3.6% |
| 3M | +26.8% | +5.6% | +21.2% | +25.5% |
| 6M | +117.7% | +2.2% | +115.5% | +115.4% |
| YTD | +57.7% | -3.8% | +61.4% | +57.8% |
| 1Y | -12.5% | +22.9% | -35.4% | -17.1% |
| 3Y | -65.7% | +2.0% | -67.8% | -67.2% |
| 5Y | -99.5% | +29.8% | -129.3% | -99.5% |
| 10Y | -99.0% | +45.0% | -144.0% | -99.2% |
| All | -99.0% | +45.2% | -144.2% | -99.2% |
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